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We prove a tight uniform continuity bound for the conditional Shannon entropy of discrete finitely supported random variables in terms of total variation distance.

Information Theory · Computer Science 2020-09-29 Mohammad A. Alhejji , Graeme Smith

In this paper, we extend the concept of split variational inequality problems from Hilbert spaces to Banach spaces. Then we apply the Fan-KKM theorem to prove the existence of solutions to some split variational inequality problems and some…

Functional Analysis · Mathematics 2015-11-24 Jinlu Li

We establish an information inequality that is intimately connected to the evaluation of the sum rate given by Marton's inner bound for two receiver broadcast channels with a binary input alphabet. This generalizes a recent result where the…

Information Theory · Computer Science 2010-01-12 Chandra Nair , Zizhou Vincent Wang , Yanlin Geng

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and…

Information Theory · Computer Science 2023-03-27 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this…

Machine Learning · Statistics 2017-02-21 Xinxing Wu , Junping Zhang

The minimum rate needed to accurately approximate a product distribution based on an unnormalized informational divergence is shown to be a mutual information. This result subsumes results of Wyner on common information and Han-Verd\'{u} on…

Information Theory · Computer Science 2013-05-14 Jie Hou , Gerhard Kramer

We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…

Statistics Theory · Mathematics 2020-01-01 Olivier Bousquet , Christian Houdré

Several variations of the Heisenberg uncertainty inequality are derived on the basis of "noise-resolution duality" recently proposed by the authors. The same approach leads to a related inequality that provides an upper limit for the…

Medical Physics · Physics 2015-10-01 T. E. Gureyev , F. de Hoog , Ya. I. Nesterets , D. M. Paganin

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…

Information Theory · Computer Science 2022-11-11 Tomohiro Nishiyama

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

This paper is generally concerned with understanding how the uncertainty principle arises in formulations of quantum mechanics, such as the decoherent histories approach, whose central goal is the assignment of probabilities to histories.…

General Relativity and Quantum Cosmology · Physics 2009-10-22 J. J. Halliwell

A simple method is shown to provide optimal variational bounds on $f$-divergences with possible constraints on relative information extremums. Known results are refined or proved to be optimal as particular cases.

Information Theory · Computer Science 2019-02-05 Olivier Binette

In this paper, performance bounds for the multi-antenna near-field range estimation of extended targets are provided. First, analytic expressions of the ambiguity functions are obtained, emphasising the cooperation between the waveform…

Signal Processing · Electrical Eng. & Systems 2024-07-24 Guillaume Thiran , François De Saint Moulin , Claude Oestges , Luc Vandendorpe

Several results concerning existence of solutions of a quasiequilibrium problem defined on a finite dimensional space are established. The proof of the first result is based on a Michael selection theorem for lower semicontinuous set-valued…

Optimization and Control · Mathematics 2017-12-12 Marco Castellani , Massimiliano Giuli , Massimo Pappalardo

We prove a variety of new and refined uniform continuity bounds for entropies of both classical random variables on an infinite state space and of quantum states of infinite-dimensional systems. We obtain the first tight continuity estimate…

Quantum Physics · Physics 2024-11-20 Simon Becker , Nilanjana Datta , Michael G. Jabbour

In this paper, we provide an extension of confidence sequences for settings where the variance of the data-generating distribution does not exist or is infinite. Confidence sequences furnish confidence intervals that are valid at arbitrary…

Statistics Theory · Mathematics 2022-08-08 Sujay Bhatt , Guanhua Fang , Ping Li , Gennady Samorodnitsky

We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…

Probability · Mathematics 2016-03-07 Pavel Yaskov

Interest in problems of statistical inference connected to measurements of quantum systems has recently increased substantially, in step with dramatic new developments in experimental techniques for studying small quantum systems.…

Quantum Physics · Physics 2011-11-09 O. E. Barndorff-Nielsen , R. D. Gill , P. E. Jupp
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