English
Related papers

Related papers: Stein's density approach and information inequalit…

200 papers

We propose an approach to fair classification that enforces independence between the classifier outputs and sensitive information by minimizing Wasserstein-1 distances. The approach has desirable theoretical properties and is robust to…

Machine Learning · Statistics 2019-07-30 Ray Jiang , Aldo Pacchiano , Tom Stepleton , Heinrich Jiang , Silvia Chiappa

This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher…

Information Theory · Computer Science 2016-02-05 Sangwoo Park , Erchin Serpedin , Khalid Qaraqe

A method has been found to analyze Edwards' granular contact force probability functional for a special case. As a result, the granular contact force probability density functions are obtained from first principles for this case. The…

Statistical Mechanics · Physics 2009-11-10 Philip Metzger

This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…

Mathematical Physics · Physics 2012-06-05 J. -F. Bercher

We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…

Probability · Mathematics 2020-10-22 Mikolaj J. Kasprzak

This paper mainly contributes to a classification of statistical Einstein manifolds, namely statistical manifolds at the same time are Einstein manifolds. A statistical manifold is a Riemannian manifold, each of whose points is a…

Mathematical Physics · Physics 2019-08-30 Linyu Peng , Zhenning Zhang

We propose a Bayesian framework of Gaussian process in order to extend Fisher's discriminant to classify functional data such as spectra and images. The probability structure for our extended Fisher's discriminant is explicitly formulated,…

Machine Learning · Computer Science 2014-12-10 Yao-Hsiang Yang , Lu-Hung Chen , Chieh-Chih Wang , Chu-Song Chen

We construct two different Stein characterizations of discrete distributions and use these to provide a natural connection between Stein characterizations for discrete distributions and discrete information functionals.

Probability · Mathematics 2012-01-04 Christophe Ley , Yvik Swan

We show how Fisher's information already known particular character as the fundamental information geometric object which plays the role of a metric tensor for a statistical differential manifold, can be derived in a relatively easy manner…

Statistical Mechanics · Physics 2007-05-23 Marco Masi

We tighten the Entropy Power Inequality (EPI) when one of the random summands is Gaussian. Our strengthening is closely connected to the concept of strong data processing for Gaussian channels and generalizes the (vector extension of)…

Information Theory · Computer Science 2016-02-10 Thomas A. Courtade

Dempster-Shafer theory of imprecise probabilities has proved useful to incorporate both nonspecificity and conflict uncertainties in an inference mechanism. The traditional Bayesian approach cannot differentiate between the two, and is…

Cryptography and Security · Computer Science 2015-03-20 Sari Haj Hussein

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

Statistics Theory · Mathematics 2021-02-26 Steffen Betsch , Bruno Ebner

Classical probabilistic models of (noisy) quantum systems are not only relevant for understanding the non-classical features of quantum mechanics, but they are also useful for determining the possible advantage of using quantum resources…

Quantum Physics · Physics 2020-03-16 Iman Marvian

Shannon entropy and Fisher information functionals are known to quantify certain information-theoretic properties of continuous probability distributions of various origins. We carry out a systematic study of these functionals, while…

Quantum Physics · Physics 2007-05-23 Piotr Garbaczewski

This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein equation are obtained. These bounds involve…

Probability · Mathematics 2017-05-30 Robert E. Gaunt , Alastair Pickett , Gesine Reinert

We prove that the (square root) Fisher information functional is a strong Wasserstein upper gradient of the entropy on non-convex Riemannian domains. This fills a gap in the literature by allowing one to completely dispense from…

Analysis of PDEs · Mathematics 2025-12-08 Jean-Baptiste Casteras , Marco Flaim , Léonard Monsaingeon

The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The…

Data Analysis, Statistics and Probability · Physics 2013-10-08 E. W. Piotrowski , J. Sladkowski , J. Syska , S. Zajac

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have…

Machine Learning · Computer Science 2020-06-09 Frederik Kunstner , Lukas Balles , Philipp Hennig

An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…