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Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

Can we learn more from data than existed in the generating process itself? Can new and useful information be constructed from merely applying deterministic transformations to existing data? Can the learnable content in data be evaluated…

Machine Learning · Computer Science 2026-03-17 Marc Finzi , Shikai Qiu , Yiding Jiang , Pavel Izmailov , J. Zico Kolter , Andrew Gordon Wilson

An analysis of quantum measurement is presented that relies on an information-theoretic description of quantum entanglement. In a consistent quantum information theory of entanglement, entropies (uncertainties) conditional on measurement…

Quantum Physics · Physics 2008-02-03 N. J. Cerf , C. Adami

A new nonparametric approach for system identification has been recently proposed where the impulse response is modeled as the realization of a zero-mean Gaussian process whose covariance (kernel) has to be estimated from data. In this…

Optimization and Control · Mathematics 2016-11-17 Francesca Paola Carli , Tianshi Chen , Lennart Ljung

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

How does the information flow between different brain regions during various stimuli? This is the question we aim to address by studying complex cognitive paradigms in terms of Information Theory. To assess creativity and the emergence of…

Neurons and Cognition · Quantitative Biology 2025-07-08 Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Holger Kantz

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Quantum Physics · Physics 2014-02-19 F. Dupuis , L. Kraemer , P. Faist , J. M. Renes , R. Renner

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…

Machine Learning · Statistics 2024-05-21 Viktor Nilsson , Anirban Samaddar , Sandeep Madireddy , Pierre Nyquist

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

In this paper we develop the following general approach. We study asymptotic behavior of the entropy numbers not for an individual smoothness class, how it is usually done, but for the collection of classes, which are defined by integral…

Numerical Analysis · Mathematics 2025-07-15 V. Temlyakov

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…

Econometrics · Economics 2023-02-13 Zhewen Pan

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

If pricing kernels are assumed non-negative then the inverse problem of finding the pricing kernel is well-posed. The constrained least squares method provides a consistent estimate of the pricing kernel. When the data are limited, a new…

Statistics Theory · Mathematics 2008-12-10 Vladislav Kargin

Integral representations of quantum relative entropy, and of the directional second and higher order derivatives of von Neumann entropy, are established, and used to give simple proofs of fundamental, known data processing inequalities: the…

Quantum Physics · Physics 2023-09-13 Péter E. Frenkel

This thesis consolidates, improves and extends the smooth entropy framework for non-asymptotic information theory and cryptography. We investigate the conditional min- and max-entropy for quantum states, generalizations of classical R\'enyi…

Quantum Physics · Physics 2015-03-20 Marco Tomamichel

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li
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