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Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

Uncertainty relations provide constraints on how well the outcomes of incompatible measurements can be predicted, and, as well as being fundamental to our understanding of quantum theory, they have practical applications such as for…

Quantum Physics · Physics 2013-05-30 Patrick J. Coles , Roger Colbeck , Li Yu , Michael Zwolak

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

Quantum Physics · Physics 2026-01-26 Harry J. D. Miller

We consider an extension of $\epsilon$-entropy to a KL-divergence based complexity measure for randomized density estimation methods. Based on this extension, we develop a general information-theoretical inequality that measures the…

Statistics Theory · Mathematics 2007-06-13 Tong Zhang

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

Thermodynamic entropy is not an entirely satisfactory measure of information of a quantum state. This entropy for an unknown pure state is zero, although repeated measurements on copies of such a pure state do communicate information. In…

Quantum Physics · Physics 2015-06-26 Subhash Kak

The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…

Statistics Theory · Mathematics 2026-02-25 Nils Lid Hjort , Nikolai G. Ushakov

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

Certified randomness guaranteed to be unpredictable by adversaries is central to information security. The fundamental randomness inherent in quantum physics makes certification possible from devices that are only weakly characterised, i.e.…

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

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

Uncertainty quantification in Large Language Models (LLMs) is crucial for applications where safety and reliability are important. In particular, uncertainty can be used to improve the trustworthiness of LLMs by detecting factually…

Machine Learning · Computer Science 2024-05-31 Alexander Nikitin , Jannik Kossen , Yarin Gal , Pekka Marttinen

Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Mackenzie J. Meni , Ryan T. White , Michael Mayo , Kevin Pilkiewicz

In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…

Functional Analysis · Mathematics 2016-01-28 Palle Jorgensen , Feng Tian

Information theory plays a central role in establishing fundamental limits on what any learning or estimation algorithm can -- and cannot -- achieve, regardless of computational power. In this chapter, we provide an introduction to these…

Information Theory · Computer Science 2026-05-11 Abbas El Gamal , Maxim Raginsky

We demonstrate that Shannon's information entropy and the thermodynamic entropy of Boltzmann and Gibbs are quantitatively equivalent for real condensed-matter systems. By interpreting atomic configurations as information sources, we compute…

Statistical Mechanics · Physics 2025-12-03 Dallin Fisher , Qi-Jun Hong