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The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

Probability · Mathematics 2021-05-18 Shih Yu Chang

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

Probability · Mathematics 2021-03-02 Dimitrios Katselis , Xiaotian Xie , Carolyn L. Beck , R. Srikant

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we study strict subsets, i.e. sets whose variational capacity with respect to a larger reference set is finite, in the case $p=1$.…

Metric Geometry · Mathematics 2019-03-12 Panu Lahti

The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let $\mu$ be a probability measure on the sphere ${\bf…

Probability · Mathematics 2024-09-24 Gordon Blower

Lower bounds involving $f$-divergences between the underlying probability measures are proved for the minimax risk in estimation problems. Our proofs just use simple convexity facts. Special cases and straightforward corollaries of our…

Statistics Theory · Mathematics 2011-02-22 Adityanand Guntuboyina

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler…

Probability · Mathematics 2021-12-17 Arnaud Marsiglietti , Puja Pandey

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

If one seeks to estimate the total variation between two product measures $||P^\otimes_{1:n}-Q^\otimes_{1:n}||$ in terms of their marginal TV sequence $\delta=(||P_1-Q_1||,||P_2-Q_2||,\ldots,||P_n-Q_n||)$, then trivial upper and lower…

Probability · Mathematics 2024-10-03 Aryeh Kontorovich

We obtain new lower and upper bounds for probabilities of unions of events.These bounds are sharp. They are stronger than earlier ones. General bounds maybe applied in arbitrary measurable spaces.We have improved the method that has been…

Probability · Mathematics 2014-08-19 Andrei N. Frolov

In the paper we prove two inequalities in the setting of ${\sf RCD}(K,\infty)$ spaces using similar techniques. The first one is an indeterminacy estimate involving the $p$-Wasserstein distance between the positive part and the negative…

Differential Geometry · Mathematics 2022-02-08 Nicolò De Ponti , Sara Farinelli

Quantum uncertainty relations are formulated in terms of relative entropy between distributions of measurement outcomes and suitable reference distributions with maximum entropy. This type of entropic uncertainty relation can be applied…

Quantum Physics · Physics 2021-06-07 Stefan Floerchinger , Tobias Haas , Ben Hoeber

Quantum generalizations of Renyi's entropies are a useful tool to describe a variety of operational tasks in quantum information processing. Two families of such generalizations turn out to be particularly useful: the Petz quantum Renyi…

Quantum Physics · Physics 2017-01-25 Raban Iten , Joseph M. Renes , David Sutter

In this article, we generalize a proof technique by Alicki, Fannes and Winter and introduce a method to prove continuity bounds for entropic quantities derived from different quantum relative entropies. For the Umegaki relative entropy, we…

Quantum Physics · Physics 2024-02-06 Andreas Bluhm , Ángela Capel , Paul Gondolf , Antonio Pérez-Hernández

The uncertainty relation for continuous variables due to Byalinicki-Birula and Mycielski expresses the complementarity between two $n$-uples of canonically conjugate variables $(x_1,x_2,\cdots x_n)$ and $(p_1,p_2,\cdots p_n)$ in terms of…

Quantum Physics · Physics 2018-01-17 Anaelle Hertz , Luc Vanbever , Nicolas J. Cerf

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

Probability · Mathematics 2021-06-24 Shui Feng

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

The relative entropy of entanglement $E_R$ is defined as the distance of a multi-partite quantum state from the set of separable states as measured by the quantum relative entropy. We show that this optimisation is always achieved, i.e. any…

Quantum Physics · Physics 2023-10-27 Ludovico Lami , Maksim E. Shirokov

A natural link between the notions of majorization and strongly Sperner posets is elucidated. It is then used to obtain a variety of consequences, including new R\'enyi entropy inequalities for sums of independent, integer-valued random…

Combinatorics · Mathematics 2020-02-07 Mokshay Madiman , Liyao Wang , Jae Oh Woo

We derive a lower bound on the smallest output entropy that can be achieved via vector quantization of a $d$-dimensional source with given expected $r$th-power distortion. Specialized to the one-dimensional case, and in the limit of…

Information Theory · Computer Science 2017-03-27 Tobias Koch , Gonzalo Vazquez-Vilar
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