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In statistical inference problems, we wish to obtain lower bounds on the minimax risk, that is to bound the performance of any possible estimator. A standard technique to obtain risk lower bounds involves the use of Fano's inequality. In an…

Information Theory · Computer Science 2018-04-06 Ramji Venkataramanan , Oliver Johnson

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

Probability · Mathematics 2019-03-26 Michael C. H. Choi , Evelyn Li

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

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

In this note I give an information-theoretic proof of the Bonami-Beckner-Gross hypercontractive inequality.

Probability · Mathematics 2024-09-18 Ehud Friedgut

The aim of this paper is to analyze the weighted KyFan inequality proposed in [11]. A number of numerical simulations involving the exponential weighted function is given. We show that in several cases and types of examples one can imply an…

Information Theory · Computer Science 2015-04-07 Yuri Suhov , Salimeh Yasaei Sekeh

The strengthened data processing inequality have been proved. The general theory have been illustrated on the simple example.

Quantum Physics · Physics 2007-05-23 A. E. Allahverdyan , D. B. Saakian

In this paper we consider Levin's notion of mutual information in infinite 0-1-sequences, as defined in [Leonid Levin. Laws of Information Conservation (Nongrowth) and Aspects of the Foundation of Probability Theory. Problems of information…

Information Theory · Computer Science 2019-11-14 Nikolay Vereshchagin

We introduce a generalized Wigner-Yanase skew information and then derive the trace inequality related to the uncertainty relation. This inequality is a non-trivial generalization of the uncertainty relation derived by S.Luo for the quantum…

Quantum Physics · Physics 2010-01-10 S. Furuichi , K. Yanagi , K. Kuriyama

We derive a general information-theoretic equality for a system undergoing two projective measurements separated by a general temporal evolution. The equality implies the non-negativity of the mutual information between the measurement…

Quantum Physics · Physics 2015-06-04 Vlatko Vedral

We investigate the propagation of information through one-dimensional quantum chains in fluctuating external fields. We find that information propagation is suppressed, but in a quite different way compared to the situation with static…

Quantum Physics · Physics 2010-03-11 Christian K. Burrell , Jens Eisert , Tobias J. Osborne

We develop an information-theoretic approach to isoperimetric inequalities based on entropy dissipation under heat flow. By viewing diffusion as a noisy information channel, we measure how mutual information about set membership decays over…

Differential Geometry · Mathematics 2025-11-20 Amandip Sangha

Two new proofs of the Fisher information inequality (FII) using data processing inequalities for mutual information and conditional variance are presented.

Information Theory · Computer Science 2007-07-13 Tie Liu , Pramod Viswanath

An inequality, which combines the concept of completely monotone functions with the theory of divided differences, is proposed. It is a straightforward generalization of a result, recently introduced by two of the present authors.

Classical Analysis and ODEs · Mathematics 2022-04-15 Vasiliki Bitsouni , Nikolaos Gialelis , Dan-Stefan Marinescu

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

Probability · Mathematics 2007-05-23 H. Djellout , A. Guillin , L. Wu

We extend present Shannon's static statistical information theory to dynamic processes and establish a dynamic statistical information theory. We derive the nonlinear evolution equations of dynamic information density and dynamic…

Statistical Mechanics · Physics 2007-05-23 Xing Xiu-San

We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary…

Probability · Mathematics 2013-04-05 Christophe Ley , Yvik Swan

A conditional version of Sibson's $\alpha$-information is defined using a simple closed-form "log-expectation" expression, which satisfies important properties such as consistency, uniform expansion, and data processing inequalities. This…

Information Theory · Computer Science 2021-05-18 Yi Liu , Wei Cheng , Sylvain Guilley , Olivier Rioul

We present a theory for Fano interference in light scattering by individual obstacle, based on a temporal coupled-mode formalism. This theory is applicable for obstacles that are much smaller than the incident wavelength, or for systems…

Optics · Physics 2009-11-24 Zhichao Ruan , Shanhui Fan

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron