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In this paper, we develop a framework for information theoretic learning based on infinitely divisible matrices. We formulate an entropy-like functional on positive definite matrices based on Renyi's axiomatic definition of entropy and…

Machine Learning · Computer Science 2013-06-05 Luis G. Sanchez Giraldo , Jose C. Principe

We consider the analysis of probability distributions through their associated covariance operators from reproducing kernel Hilbert spaces. We show that the von Neumann entropy and relative entropy of these operators are intimately related…

Information Theory · Computer Science 2022-08-29 Francis Bach

In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the…

Information Theory · Computer Science 2014-11-04 Paul Honeine

Kernel methods form a theoretically-grounded, powerful and versatile framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the \emph{kernel trick} to perform pairwise evaluations of…

Machine Learning · Computer Science 2020-01-03 Kan Li , Jose C. Principe

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Conventional information-theoretic quantities assume access to probability distributions. Estimating such distributions is not trivial. Here, we consider function-based formulations of cross entropy that sidesteps this a priori estimation…

Information Theory · Computer Science 2021-09-27 Isaac J. Sledge , Jose C. Principe

The matrix-based R\'enyi's entropy allows us to directly quantify information measures from given data, without explicit estimation of the underlying probability distribution. This intriguing property makes it widely applied in statistical…

Machine Learning · Computer Science 2022-12-01 Yuxin Dong , Tieliang Gong , Shujian Yu , Hong Chen , Chen Li

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

Our capacity to process information depends on the computational power at our disposal. Information theory captures our ability to distinguish states or communicate messages when it is unconstrained with unrivaled beauty and elegance. For…

Quantum Physics · Physics 2026-04-08 Johannes Jakob Meyer , Asad Raza , Jacopo Rizzo , Lorenzo Leone , Sofiene Jerbi , Jens Eisert

The recently developed matrix based Renyi's entropy enables measurement of information in data simply using the eigenspectrum of symmetric positive semi definite (PSD) matrices in reproducing kernel Hilbert space, without estimation of the…

Machine Learning · Statistics 2023-01-10 Tieliang Gong , Yuxin Dong , Shujian Yu , Bo Dong

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Although some information-theoretic measures of uncertainty or granularity have been proposed in rough set theory, these measures are only dependent on the underlying partition and the cardinality of the universe, independent of the lower…

Artificial Intelligence · Computer Science 2011-02-02 Ping Zhu , Qiaoyan Wen

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Any physical system can be viewed from the perspective that information is implicitly represented in its state. However, the quantification of this information when it comes to complex networks has remained largely elusive. In this work, we…

Physics and Society · Physics 2016-12-23 Manlio De Domenico , Jacob Biamonte

Physics concepts have often been borrowed and independently developed by other fields of science. In this perspective a significant example is that of entropy in Information Theory. The aim of this paper is to provide a short and…

Physics Education · Physics 2007-05-23 Andrea Baronchelli , Emanuele Caglioti , Vittorio Loreto

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including…

Computation · Statistics 2018-06-11 Qinyi Zhang , Sarah Filippi , Arthur Gretton , Dino Sejdinovic

In this paper we propose and study a class of simple, nonparametric, yet interpretable measures of association between two random variables $X$ and $Y$ taking values in general topological spaces. These nonparametric measures -- defined…

Statistics Theory · Mathematics 2020-10-09 Nabarun Deb , Promit Ghosal , Bodhisattva Sen
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