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We seek to understand fundamental tradeoffs between the accuracy of prior information that a learner has on a given problem and its learning performance. We introduce the notion of prioritized risk, which differs from traditional notions of…

Machine Learning · Computer Science 2023-04-27 Anirudha Majumdar

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the utility of the resulting statistical estimators. We prove bounds on information-theoretic…

Statistics Theory · Mathematics 2014-08-28 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

We explore and compare a variety of definitions for privacy and disclosure limitation in statistical estimation and data analysis, including (approximate) differential privacy, testing-based definitions of privacy, and posterior guarantees…

Statistics Theory · Mathematics 2014-12-16 Rina Foygel Barber , John C. Duchi

Measuring the information leakage is critical for evaluating the practical security of cryptographic devices against side-channel analysis. Information-theoretic measures can be used (along with Fano's inequality) to derive upper bounds on…

Information Theory · Computer Science 2022-05-17 Wei Cheng , Yi Liu , Sylvain Guilley , Olivier Rioul

In this paper, we first describe the generalized notion of Cramer-Rao lower bound obtained by Naudts (2004) using two families of probability density functions, the original model and an escort model. We reinterpret the results in Naudts…

Statistics Theory · Mathematics 2018-02-14 Harsha K , Alladi Subramanyam

In this work the information loss in deterministic, memoryless systems is investigated by evaluating the conditional entropy of the input random variable given the output random variable. It is shown that for a large class of systems the…

Information Theory · Computer Science 2013-04-18 Bernhard C. Geiger , Gernot Kubin

Given an observed random variable, consider the problem of recovering its distribution among a family of candidate ones. The two-point inequality, Fano's lemma and more recently an inequality due to Venkataramanan and Johnson (2018) allow…

Statistics Theory · Mathematics 2018-07-17 Yannick Baraud

The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the…

Statistics Theory · Mathematics 2019-05-21 Tomohiro Nishiyama

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

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

In this work, the proofs concerning the continuity of the disequilibrium, Shannon information and statistical complexity in the space of distributions are presented. Also, some results on the existence of Shannon information for continuous…

Adaptation and Self-Organizing Systems · Physics 2010-02-22 Raquel G. Catalan , Jose Garay , Ricardo Lopez-Ruiz

We prove several inequalities estimating the distance between volumes of two bodies in terms of the maximal or minimal difference between areas of sections or projections of these bodies. We also provide extensions in which volume is…

Metric Geometry · Mathematics 2016-08-12 Apostolos Giannopoulos , Alexander Koldobsky

Our goal is to develop theory and algorithms for establishing fundamental limits on performance imposed by a robot's sensors for a given task. In order to achieve this, we define a quantity that captures the amount of task-relevant…

Robotics · Computer Science 2023-07-13 Anirudha Majumdar , Zhiting Mei , Vincent Pacelli

The quantum relative entropy is frequently used as a distance, or distinguishability measure between two quantum states. In this paper we study the relation between this measure and a number of other measures used for that purpose,…

Quantum Physics · Physics 2009-11-11 K. M. R. Audenaert , J. Eisert

This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…

Applications · Statistics 2014-12-19 Timothy B. Armstrong

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

Statistics Theory · Mathematics 2021-11-16 Eric Bax , Frédéric Ouimet

We establish arithmetical properties and provide essential bounds for bi-sequences of approximation coefficients associated with the natural extension of maps, leading to continued fraction-like expansions. These maps are realized as the…

Number Theory · Mathematics 2012-11-22 Avraham Bourla

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical…

Statistics Theory · Mathematics 2017-11-16 John Duchi , Martin Wainwright , Michael Jordan

In this paper, we obtain the upper and lower bounds for two inequalities related to the range statistics. The first one is concerning the one-variable case and the second one is about the bivariate case.

Probability · Mathematics 2022-07-05 Tsung-Lin Cheng , Chin-Yuan Hu