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Related papers: Strengthening the Entropy Power Inequality

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Relative to the Gaussian measure on $\mathbb{R}^d$, entropy and Fisher information are famously related via Gross' logarithmic Sobolev inequality (LSI). These same functionals also separately satisfy convolution inequalities, as proved by…

Information Theory · Computer Science 2016-08-22 Thomas A. Courtade

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

Information Theory · Computer Science 2026-05-13 Adeel Mahmood , Aaron B. Wagner

We revisit statistical wavefunction properties of finite systems of interacting fermions in the light of strength functions and their participation ratio and information entropy. For weakly interacting fermions in a mean-field with random…

Quantum Physics · Physics 2010-11-11 D. Angom , S. Ghosh , V. K. B. Kota

We introduce a pair of transformations, which are mutually inverse, acting on rather general classes of probability densities in R. These transformations have the property of interchanging the main informational measures such as p-moments,…

Mathematical Physics · Physics 2025-03-19 Razvan Gabriel Iagar , David Puertas-Centeno

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

The present paper is devoted to investigation of the entropy reduction and entanglement-assisted classical capacity (information gain) of continuous variable quantum measurements. These quantities are computed explicitly for multimode…

Quantum Physics · Physics 2020-08-31 A. S. Holevo , A. A. Kuznetsova

The de Bruijn identity states that Fisher information is equal to a half of the time-derivative of Shannon differential entropy along heat flow. In the same spirit, a generalized version of Fisher information, which we term the…

Information Theory · Computer Science 2025-06-12 Hao Wu , Lei Yu

This work provides data-processing and majorization inequalities for $f$-divergences, and it considers some of their applications to coding problems. This work also provides tight bounds on the R\'{e}nyi entropy of a function of a discrete…

Information Theory · Computer Science 2021-04-01 Igal Sason

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

In the estimation theory context, we generalize the notion of Shannon's entropy power to the R\'{e}nyi-entropy setting. This not only allows to find new estimation inequalities, such as the R\'{e}nyi-entropy based De Bruijn identity,…

Quantum Physics · Physics 2021-04-07 Petr Jizba , Jacob Dunningham , Martin Prokš

Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…

Methodology · Statistics 2017-02-14 Qingyuan Zhao , Daniel Percival

The entropy power inequality (EPI) and the Brascamp-Lieb inequality (BLI) are fundamental inequalities concerning the differential entropies of linear transformations of random vectors. The EPI provides lower bounds for the differential…

Information Theory · Computer Science 2021-09-28 Venkat Anantharam , Varun Jog , Chandra Nair

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov

We establish analogues of the Bergstr\"om and Bonnesen inequalities, related to determinants and volumes respectively, for the entropy power and for the Fisher information. The obtained inequalities strengthen the well-known convolution…

Information Theory · Computer Science 2025-01-20 Matthieu Fradelizi , Lampros Gavalakis , Martin Rapaport

We propose a generalization of the quantum entropy power inequality involving conditional entropies. For the special case of Gaussian states, we give a proof based on perturbation theory for symplectic spectra. We discuss some implications…

Quantum Physics · Physics 2015-06-15 Robert Koenig

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

A lower bound on the R\'enyi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the…

Information Theory · Computer Science 2015-05-07 Liyao Wang , Mokshay Madiman

The inverse problem of statistical mechanics involves finding the minimal Hamiltonian that is consistent with some observed set of correlation functions. This problem has received renewed interest in the analysis of biological networks; in…

Neurons and Cognition · Quantitative Biology 2010-12-30 Feraz Azhar , William Bialek

The theory of Extreme Physical Information (EPI) is used to deduce a probability density function (PDF) of a system that exhibits a power law tail. The computed PDF is useful to study and fit several observed distributions in complex…

Data Analysis, Statistics and Probability · Physics 2011-03-21 Ricardo Bonilla , Roberto Zarama , Juan Alejandro Valdivia

We develop an approach to spectral estimation that has been advocated by Ferrante, Masiero and Pavon and, in the context of the scalar-valued covariance extension problem, by Enqvist and Karlsson. The aim is to determine the power spectrum…

Systems and Control · Computer Science 2016-05-13 Tryphon T. Georgiou , Anders Lindquist