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The existing upper and lower bounds between entropy and error probability are mostly derived from the inequality of the entropy relations, which could introduce approximations into the analysis. We derive analytical bounds based on the…

Information Theory · Computer Science 2012-05-31 Bao-Gang Hu , Hong-Jie Xing

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

We study the continuity property of the generalized entropy as a function of the underlying probability distribution, defined with an action space and a loss function, and use this property to answer the basic questions in statistical…

Machine Learning · Computer Science 2022-01-04 Aolin Xu

The inverse relation between mutual information (MI) and Bayesian error is sharpened by deriving finite sequences of upper and lower bounds on MI in terms of the minimum probability of error (MPE) and related Bayesian quantities. The well…

Information Theory · Computer Science 2014-09-24 Sudhakar Prasad

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

Bayesian classification labels observations based on given prior information, namely class-a priori and class-conditional probabilities. Bayes' risk is the minimum expected classification cost that is achieved by the Bayes' test, the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-07 Frank Nielsen

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

This paper gives upper and lower bounds on the minimum error probability of Bayesian $M$-ary hypothesis testing in terms of the Arimoto-R\'enyi conditional entropy of an arbitrary order $\alpha$. The improved tightness of these bounds over…

Information Theory · Computer Science 2017-12-06 Igal Sason , Sergio Verdú

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

Machine Learning · Computer Science 2024-04-18 Gholamali Aminian , Saeed Masiha , Laura Toni , Miguel R. D. Rodrigues

Bounding the best achievable error probability for binary classification problems is relevant to many applications including machine learning, signal processing, and information theory. Many bounds on the Bayes binary classification error…

Information Theory · Computer Science 2018-10-03 Salimeh Yasaei Sekeh , Morteza Noshad , Kevin R. Moon , Alfred O. Hero

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

This paper is concerned with estimating the intersection point of two densities, given a sample of both of the densities. This problem arises in classification theory. The main results provide lower bounds for the probability of the…

Statistics Theory · Mathematics 2007-12-18 Franz Merkl , Leila Mohammadi

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey

We study the detection error probability associated with a balanced binary relay tree, where the leaves of the tree correspond to $N$ identical and independent detectors. The root of the tree represents a fusion center that makes the…

Information Theory · Computer Science 2011-05-09 Zhenliang Zhang , Ali Pezeshki , William Moran , Stephen D. Howard , Edwin K. P. Chong

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

We consider a bound on the bias reduction of a random number generator by processing based on binary linear codes. We introduce a new bound on the total variation distance of the processed output based on the weight distribution of the code…

Information Theory · Computer Science 2014-05-13 Alessio Meneghetti , Massimiliano Sala , Alessandro Tomasi
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