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In the Minimum Description Length (MDL) principle, learning from the data is equivalent to an optimal coding problem. We show that the codes that achieve optimal compression in MDL are critical in a very precise sense. First, when they are…

Methodology · Statistics 2018-10-03 Ryan John Cubero , Matteo Marsili , Yasser Roudi

Conducting valid statistical analyses is challenging in the presence of missing-not-at-random (MNAR) data, where the missingness mechanism is dependent on the missing values themselves even conditioned on the observed data. Here, we…

Methodology · Statistics 2023-06-13 Anna Guo , Jiwei Zhao , Razieh Nabi

We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a…

Information Theory · Computer Science 2008-09-09 Boris Ryabko

A new framework is introduced for examining and evaluating the fundamental limits of lossless data compression, that emphasizes genuinely non-asymptotic results. The {\em sample complexity} of compressing a given source is defined as the…

Information Theory · Computer Science 2026-04-16 Terence Viaud , Ioannis Kontoyiannis

Min-entropy sampling gives a bound on the min-entropy of a randomly chosen subset of a string, given a bound on the min-entropy of the whole string. K\"onig and Renner showed a min-entropy sampling theorem that holds relative to quantum…

Quantum Physics · Physics 2011-07-18 Jürg Wullschleger

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…

Methodology · Statistics 2018-05-24 Peter McCullagh , Nicholas Polson

This paper addresses the issue of design of low-rate sparse-graph codes with linear minimum distance in the blocklength. First, we define a necessary condition which needs to be satisfied when the linear minimum distance is to be ensured.…

Information Theory · Computer Science 2010-10-12 Iryna Andriyanova , Jean-Pierre Tillich

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

Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…

Information Theory · Computer Science 2016-02-19 Yihong Wu , Pengkun Yang

We establish a general formula for the maximum size of finite length block codes with minimum pairwise distance no less than $d$. The achievability argument involves an iterative construction of a set of radius-$d$ balls, each centered at a…

Information Theory · Computer Science 2018-05-03 Ling-Hua Chang , Po-Ning Chen , Vincent Y. F. Tan , Carol Wang , Yunghsiang S. Han

This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…

Statistics Theory · Mathematics 2025-09-25 Z Zhang , X Hu , C Lu , T Liu

A new channel coding approach was proposed in [1] for random multiple access communication over the discrete-time memoryless channel. The coding approach allows users to choose their communication rates independently without sharing the…

Information Theory · Computer Science 2016-11-15 Zheng Wang , Jie Luo

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

Information Theory · Computer Science 2018-05-24 Andrew D. Back , Daniel Angus , Janet Wiles

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

Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…

Computation · Statistics 2025-06-17 Uddalok Sarkar , Sourav Chakraborty , Kuldeep S. Meel

This paper finds new tight finite-blocklength bounds for the best achievable lossy joint source-channel code rate, and demonstrates that joint source-channel code design brings considerable performance advantage over a separate one in the…

Information Theory · Computer Science 2014-02-05 Victoria Kostina , Sergio Verdú

We discuss the interest of escort distributions and R\'enyi entropy in the context of source coding. We first recall a source coding theorem by Campbell relating a generalized measure of length to the R\'enyi-Tsallis entropy. We show that…

Mathematical Physics · Physics 2011-09-16 J. -F. Bercher

Lossy data compression lies at the heart of modern communication and storage systems. Shannon's rate-distortion theory provides the fundamental limit on how much a source can be compressed at a given fidelity, but it assumes infinitely long…

Information Theory · Computer Science 2026-03-10 Bhaskar Krishnamachari

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel