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Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Probability · Mathematics 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

Probability · Mathematics 2018-07-19 A. D. Barbour , A. Xia

We presented assisted common information as a generalization of G\'acs-K\"orner (GK) common information at ISIT 2010. The motivation for our formulation was to improve upperbounds on the efficiency of protocols for secure two-party sampling…

Information Theory · Computer Science 2016-11-15 Vinod M. Prabhakaran , Manoj M. Prabhakaran

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…

Probability · Mathematics 2019-06-24 S. G. Bobkov , G. P. Chistyakov , F. Götze

We introduce and discuss the concept of Gaussian probability density function (pdf) for the n-dimensional hyperbolic space which has been proposed as an environment for coding and decoding signals. An upper bound for the error probability…

Information Theory · Computer Science 2011-01-21 Edson Agustini , Sueli I. R. Costa

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information above which a given compact subset of the state space can be…

Optimization and Control · Mathematics 2021-11-19 Mahendra Singh Tomar , Christoph Kawan , Majid Zamani

"Bounds on information combining" are entropic inequalities that determine how the information (entropy) of a set of random variables can change when these are combined in certain prescribed ways. Such bounds play an important role in…

Quantum Physics · Physics 2019-08-27 Christoph Hirche , David Reeb

We continue to explore the hypothesis that neuronal populations represent and process analog variables in terms of probability density functions (PDFs). A neural assembly encoding the joint probability density over relevant analog variables…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. J. Barber , J. W. Clark , C. H. Anderson

We study the problem of estimating multivariate log-concave probability density functions. We prove the first sample complexity upper bound for learning log-concave densities on $\mathbb{R}^d$, for all $d \geq 1$. Prior to our work, no…

Machine Learning · Computer Science 2017-06-07 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

How low can the joint entropy of $n$ $d$-wise independent (for $d\ge2$) discrete random variables be, subject to given constraints on the individual distributions (say, no value may be taken by a variable with probability greater than $p$,…

Discrete Mathematics · Computer Science 2022-04-05 Dmytro Gavinsky , Pavel Pudlák

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy…

Information Theory · Computer Science 2016-09-12 Andrew W. Eckford , Peter J. Thomas

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal
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