Related papers: Monotonicity of Entropy and Fisher Information: A …
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…
Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity property of differentiability in quadratic mean to…
We consider the behaviour of the Fisher information of scaled sums of independent and identically distributed random variables in the Central Limit Theorem regime. We show how this behaviour can be related to the second-largest non-trivial…
We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…
These notes review the theory of Fisher information, especially its use in kinetic theory of gases and plasmas. The recent monotonicity theorem by Guillen--Silvestre for the Landau--Coulomb equation is put in perspective and generalised.…
While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…
A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…
We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…
Alternative proofs for the superadditivity and the affinity (in the large system limit) of the usual and some fractional Fisher informations of a probability density of many variables are provided. They are consequences of the fact that…
The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.
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…
Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…
We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…
While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, Shannon's entropy power inequality (EPI) seems to be an exception: available information theoretic proofs of the…
Statements of Shannon's Noiseless Coding Theorem by various authors, including the original, are reviewed and clarified. Traditional statements of the theorem are often unclear as to when it applies. A new notation is introduced and the…
Dynamical aspects of information-theoretic and entropic measures of quantum systems are studied. First, we show that for the time-dependent harmonic oscillator, as well as for the charged particle in certain time-varying electromagnetic…
An "entropy increasing to the maximum" result analogous to the entropic central limit theorem (Barron 1986; Artstein et al. 2004) is obtained in the discrete setting. This involves the thinning operation and a Poisson limit. Monotonic…
The net Fisher information measure, defined as the product of position and momentum Fisher information measures and derived from the non-relativistic Hartree-Fock wave functions for atoms with Z=1-102, is found to correlate well with the…
Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…
Entropy and information provide natural measures of correlation among elements in a network. We construct here the information theoretic analog of connected correlation functions: irreducible $N$--point correlation is measured by a decrease…