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Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…

Chaotic Dynamics · Physics 2021-05-26 Alexandra M. Jurgens , James P. Crutchfield

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

In some rate-distortion-type problems, the required fidelity of information is affected by past actions. As a result, the distortion function depends not only on the instantaneous distortion between a source symbol and its representation…

Information Theory · Computer Science 2026-01-30 Hamidreza Abin , Amin Gohari , Andrew W. Eckford

The minimal set of Shannon-type inequalities (referred to as elemental inequalities), plays a central role in determining whether a given inequality is Shannon-type. Often, there arises a situation where one needs to check whether a given…

Information Theory · Computer Science 2017-06-13 Satyajit Thakor , Terence Chan , Alex Grant

Shannon's channel coding theorem describes the maximum possible rate of reliable information transfer through a classical noisy communication channel. It, together with the source coding theorem, characterizes lossless channel communication…

Quantum Physics · Physics 2021-05-17 Sristy Agrawal , Rajashik Tarafder , Graeme Smith , Arup Roy , Manik Banik

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

From the output produced by a memoryless deletion channel from a uniformly random input of known length $n$, one obtains a posterior distribution on the channel input. The difference between the Shannon entropy of this distribution and that…

Information Theory · Computer Science 2018-08-01 Arash Atashpendar , David Mestel , A. W. Roscoe , Peter Y. A. Ryan

Consider the problem of estimating a latent signal from a lossy compressed version of the data when the compressor is agnostic to the relation between the signal and the data. This situation arises in a host of modern applications when data…

Information Theory · Computer Science 2021-01-12 Alon Kipnis , Stefano Rini , Andrea J. Goldsmith

We study the following semi-deterministic setting of the joint source-channel coding problem: a deterministic source sequence (a.k.a. individual sequence) is transmitted via a memoryless channel, using delay-limited encoder and decoder,…

Information Theory · Computer Science 2021-09-29 Neri Merhav

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

In the present paper we prove a family of tight upper and lower bounds for the Shannon entropy and von Neumann entropy based on the p-norms. This allows us to have an entropy estimate, a criterion for the finiteness of it and a bound on the…

Information Theory · Computer Science 2024-08-22 Juan Pablo Lopez

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

The rate-distortion saddle-point problem considered by Lapidoth (1997) consists in finding the minimum rate to compress an arbitrary ergodic source when one is constrained to use a random Gaussian codebook and minimum (Euclidean) distance…

Information Theory · Computer Science 2018-09-03 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

The entropy region is a fundamental object in information theory. An outer bound for the entropy region is defined by a minimal set of Shannon-type inequalities called elemental inequalities also referred to as the Shannon region. This…

Information Theory · Computer Science 2020-05-22 Hitika Tiwari , Satyajit Thakor

We introduce a new measure on secrecy, which is established based on rate-distortion theory. It is named \emph{security rate}, which is the minimum (infimum) of the additional rate needed to reconstruct the source within target distortion…

Information Theory · Computer Science 2015-04-21 Lei Yu , Houqiang Li , Weiping Li

This paper studies the minimum achievable source coding rate as a function of blocklength $n$ and probability $\epsilon$ that the distortion exceeds a given level $d$. Tight general achievability and converse bounds are derived that hold at…

Information Theory · Computer Science 2016-11-15 Victoria Kostina , Sergio Verdú

Lossy compression algorithms are typically designed and analyzed through the lens of Shannon's rate-distortion theory, where the goal is to achieve the lowest possible distortion (e.g., low MSE or high SSIM) at any given bit rate. However,…

Machine Learning · Computer Science 2019-07-31 Yochai Blau , Tomer Michaeli

We present a new technique to obtain outer-bounds on the capacity region of networks with ultra low-rate feedback. We establish a connection between the achievable rates in the forward channel and the minimum distortion that can be attained…

Information Theory · Computer Science 2021-05-11 Alireza Vahid