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Related papers: On the Complexity of Estimating Renyi Divergences

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The sample complexity of simple binary hypothesis testing is the smallest number of i.i.d.\ samples required to distinguish between two distributions $p$ and $q$ in either: (i) the prior-free setting, with type-I error at most $\alpha$ and…

Statistics Theory · Mathematics 2025-05-27 Ankit Pensia , Varun Jog , Po-Ling Loh

We study the question of closeness testing for two discrete distributions. More precisely, given samples from two distributions $p$ and $q$ over an $n$-element set, we wish to distinguish whether $p=q$ versus $p$ is at least $\eps$-far from…

Data Structures and Algorithms · Computer Science 2013-08-20 Siu-On Chan , Ilias Diakonikolas , Gregory Valiant , Paul Valiant

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

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

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

In this work, we consider the sample complexity required for testing the monotonicity of distributions over partial orders. A distribution $p$ over a poset is monotone if, for any pair of domain elements $x$ and $y$ such that $x \preceq y$,…

Data Structures and Algorithms · Computer Science 2019-07-09 Maryam Aliakbarpour , Themis Gouleakis , John Peebles , Ronitt Rubinfeld , Anak Yodpinyanee

Recently, a classical algorithm for estimating the normalized Betti number of an arbitrary simplicial complex was proposed. Motivated by a quantum algorithm with a similar Monte Carlo structure and improved sample complexity, we give a more…

Data Structures and Algorithms · Computer Science 2025-09-22 Julien Sorci

We study hypothesis testing under communication constraints, where each sample is quantized before being revealed to a statistician. Without communication constraints, it is well known that the sample complexity of simple binary hypothesis…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Varun Jog , Po-Ling Loh

We investigate the statistical task of closeness (or equivalence) testing for multidimensional distributions. Specifically, given sample access to two unknown distributions $\mathbf p, \mathbf q$ on $\mathbb R^d$, we want to distinguish…

Data Structures and Algorithms · Computer Science 2023-11-23 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu

This paper introduces "swiveled Renyi entropies" as an alternative to the Renyi entropic quantities put forward in [Berta et al., Phys. Rev. A 91, 022333 (2015)]. What distinguishes the swiveled Renyi entropies from the prior proposal of…

Quantum Physics · Physics 2016-03-22 Frédéric Dupuis , Mark M. Wilde

We discuss some properties of the generalized entropies, called Renyi entropies and their application to the case of continuous distributions. In particular it is shown that these measures of complexity can be divergent, however, their…

Disordered Systems and Neural Networks · Physics 2007-05-23 I. Varga , J. Pipek

We study repeated independent Blackwell experiments; standard examples include drawing multiple samples from a population, or performing a measurement in different locations. In the baseline setting of a binary state of nature, we compare…

Statistics Theory · Mathematics 2020-09-08 Xiaosheng Mu , Luciano Pomatto , Philipp Strack , Omer Tamuz

The problem addressed concerns the determination of the average number of successive attempts of guessing a word of a certain length consisting of letters with given probabilities of occurrence. Both first- and second-order approximations…

Information Theory · Computer Science 2015-06-19 Kerstin Andersson

The Renyi entropy is a generalisation of the Shannon entropy that is sensitive to the fine details of a probability distribution. We present results for the Renyi entropy of the totally asymmetric exclusion process (TASEP). We calculate…

Statistical Mechanics · Physics 2017-11-10 Anthony J. Wood , Richard A. Blythe , Martin R. Evans

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

R\'enyi divergences play a pivotal role in information theory, statistics, and machine learning. While several estimators of these divergences have been proposed in the literature with their consistency properties established and minimax…

Information Theory · Computer Science 2025-09-12 Sreejith Sreekumar , Kengo Kato

We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…

Adaptation and Self-Organizing Systems · Physics 2007-10-11 Fariel Shafee

The random variable simulation problem consists in using a $k$-dimensional i.i.d. random vector $X^{k}$ with distribution $P_{X}^{k}$ to simulate an $n$-dimensional i.i.d. random vector $Y^{n}$ so that its distribution is approximately…

Information Theory · Computer Science 2018-12-24 Lei Yu , Vincent Y. F. Tan