Related papers: On the Kozachenko-Leonenko entropy estimator
We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…
This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. A new…
By extending the Johnson--Barron projection method from one dimension to high dimensions and utilizing a Wang type dimension-free Harnack inequality, we obtain a new quantitative bound for the entropic central limit theorem under the…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
We establish convergence in the diffusive limit from entropy weak solutions of the equations of compressible gas dynamics with friction to the porous media equation away from vacuum. The result is based on a Lyapunov type of functional…
Around the mean dimensions and rate-distortion functions, using some tools from local entropy theory this paper establishes the following main results: $(1)$ We prove that for non-ergodic measures associated with almost sure processes, the…
In this paper, we study the inner and outer boundary densities of some sets with self-similar boundary having Minkowski dimension $s\textgreater{}d-1$ in $\mathbb{R}^{d}$. These quantities turn out to be crucial in some problems of set…
In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. Then, applying this lemma to weakly dependent processes…
Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…
A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…
We prove an inequality for the entropy numbers in terms of nonlinear Kolmogorov's widths. This inequality is in a spirit of known inequalities of this type and it is adjusted to the form convenient in applications for $m$-term…
As it is known, universal codes, which estimate the entropy rate consistently, exist for stationary ergodic sources over finite alphabets but not over countably infinite ones. We generalize universal coding as the problem of universal…
This paper studies the behavior of the entropy numbers of classes of functions with bounded integral norms from a given finite dimensional linear subspace. Upper bounds of these entropy numbers in the uniform norm are obtained and applied…
Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample…
Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN)…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…
We study nonhyperbolic and transitive partially hyperbolic diffeomorphisms having a one-dimensional center. We prove joint flexibility with respect to entropy and center Lyapunov exponent for a broad class of these systems. Flexibility…
For studies in reliability, biometry, and survival analysis, the length-biased distribution is often well-suited for certain natural sampling plans. In this paper, we study the strong uniform consistency of two nonparametric estimators for…
In this dissertation, I derive a new method to estimate the Vapnik-Chervonenkis Dimension (VCD) for the class of linear functions. This method is inspired by the technique developed by Vapnik et al. Vapnik et al. (1994). My contribution…