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This paper presents a novel theoretical study of the general problem of multiple source adaptation using the notion of Renyi divergence. Our results build on our previous work [12], but significantly broaden the scope of that work in…

Machine Learning · Computer Science 2012-05-14 Yishay Mansour , Mehryar Mohri , Afshin Rostamizadeh

We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for…

Probability · Mathematics 2020-10-13 Imre Bárány , Matthieu Fradelizi , Xavier Goaoc , Alfredo Hubard , Günter Rote

We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

Information Theory · Computer Science 2018-12-11 Cheuk Ting Li , Abbas El Gamal

In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

Probability · Mathematics 2023-11-28 Nikola Zlatanov

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

In this paper we derive an integral (with respect to time) representation of the relative entropy (or Kullback-Leibler Divergence) between measures mu and P on the space of continuous functions from time 0 to T. The underlying measure P is…

Probability · Mathematics 2014-04-21 James MacLaurin , Olivier Faugeras

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

Probability · Mathematics 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…

Information Theory · Computer Science 2016-07-21 Eshed Ram , Igal Sason

Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…

Probability · Mathematics 2022-03-11 Sami Davies , Arya Mazumdar , Soumyabrata Pal , Cyrus Rashtchian

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

Optimization and Control · Mathematics 2022-11-24 Arjun Ramachandra , Karthik Natarajan

A way to pose the entropic uncertainty principle for trace-preserving super-operators is presented. It is based on the notion of extremal unraveling of a super-operator. For given input state, different effects of each unraveling result in…

Quantum Physics · Physics 2015-05-19 Alexey E. Rastegin

It has long been conjectured that the entropy of quantum fields across boundaries scales as the boundary area. This conjecture has not been easy to test in spacetime dimensions greater than four because of divergences in the von Neumann…

High Energy Physics - Theory · Physics 2013-07-29 Samuel L. Braunstein , Saurya Das , S. Shankaranarayanan

We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…

Probability · Mathematics 2008-11-06 Bero Roos

A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…

Information Theory · Computer Science 2026-03-10 Razvan Gabriel Iagar , David Puertas-Centeno

The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…

Statistical Mechanics · Physics 2025-03-10 Keisuke Okamura

We improve the entropic uncertainty relations for position and momentum coarse-grained measurements. We derive the continuous, coarse-grained counterparts of the discrete uncertainty relations based on the concept of majorization. The…

Quantum Physics · Physics 2015-06-30 Łukasz Rudnicki

We introduce the telescopic relative entropy (TRE), which is a new regularisation of the relative entropy related to smoothing, to overcome the problem that the relative entropy between pure states is either zero or infinity and therefore…

Mathematical Physics · Physics 2011-04-28 Koenraad M. R. Audenaert

Entropic uncertainty relations $H(A)+H(B)\geqslant \gamma$ give a nonzero lower bound $\gamma$ to the sum of the Shannon entropies $H$ of the outcome probabilities of incompatible observables $A$ and $B$. They are better than the…

Quantum Physics · Physics 2026-05-05 Alberto Riccardi , Lorenzo Maccone

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

The inverse tangent function can be bounded by different inequalities, for example by Shafer's inequality. In this publication, we propose a new sharp double inequality, consisting of a lower and an upper bound, for the inverse tangent…

Information Theory · Computer Science 2013-07-19 Gholamreza Alirezaei
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