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This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

The Information bottleneck method is an unsupervised non-parametric data organization technique. Given a joint distribution P(A,B), this method constructs a new variable T that extracts partitions, or clusters, over the values of A that are…

Machine Learning · Computer Science 2013-01-14 Nir Friedman , Ori Mosenzon , Noam Slonim , Naftali Tishby

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Information Theory · Computer Science 2018-01-03 Eli Haim , Yuval Kochman

Even if a probability distribution is properly normalizable, its associated Shannon (or von Neumann) entropy can easily be infinite. We carefully analyze conditions under which this phenomenon can occur. Roughly speaking, this happens when…

Statistical Mechanics · Physics 2013-04-04 Valentina Baccetti , Matt Visser

The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…

Quantum Physics · Physics 2015-05-13 Fumio Hiai , Milan Mosonyi , Masahito Hayashi

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

Any unconstrained information inequality in three or fewer random variables can be written as a linear combination of instances of Shannon's inequality I(A;B|C) >= 0 . Such inequalities are sometimes referred to as "Shannon" inequalities.…

Information Theory · Computer Science 2011-04-20 Randall Dougherty , Chris Freiling , Kenneth Zeger

The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…

Information Theory · Computer Science 2021-09-01 Leonardo Ricci , Alessio Perinelli , Michele Castelluzzo

We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training set, that…

Machine Learning · Computer Science 2021-07-06 Michalis K. Titsias , Francisco J. R. Ruiz , Sotirios Nikoloutsopoulos , Alexandre Galashov

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Yue Ju , Biqiang Mu , Lennart Ljung , Tianshi Chen

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

In this paper, we present a theoretical discussion on AI deep learning neural network uncertainty investigation based on the classical Rademacher complexity and Shannon entropy. First it is shown that the classical Rademacher complexity and…

Machine Learning · Computer Science 2020-11-24 Mingyong Zhou

As conventional communication systems based on classic information theory have closely approached the limits of Shannon channel capacity, semantic communication has been recognized as a key enabling technology for the further improvement of…

Information Theory · Computer Science 2023-06-06 Jiancheng Tang , Qianqian Yang , Zhaoyang Zhang

We consider the standard two-party communication model. The central problem studied in this article is how much one can save in information complexity by allowing an error of $\epsilon$. For arbitrary functions, we obtain lower bounds and…

Computational Complexity · Computer Science 2016-11-22 Yuval Dagan , Yuval Filmus , Hamed Hatami , Yaqiao Li

We consider the classical problem of discrete distribution estimation using i.i.d. samples in a novel scenario where additional side information is available on the distribution. In large alphabet datasets such as text corpora, such side…

Information Theory · Computer Science 2026-01-19 Haricharan Balasundaram , Andrew Thangaraj

Information bottleneck (IB) and privacy funnel (PF) are two closely related optimization problems which have found applications in machine learning, design of privacy algorithms, capacity problems (e.g., Mrs. Gerber's Lemma), strong data…

Information Theory · Computer Science 2020-12-30 Shahab Asoodeh , Flavio Calmon

We characterize information as risk reduction between knowledge states represented by partitions of the underlying probability space. Entropy corresponds to risk reduction from no (or partial) knowledge to full knowledge about a random…

Information Theory · Computer Science 2026-02-24 Sebastian Gottwald , Daniel A. Braun
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