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Related papers: $H(X)$ vs. $H(f(X))$

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The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Probability · Mathematics 2017-12-12 Svante Janson , Lutz Warnke

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

Exact lower and upper bounds on the best possible misclassification probability for a finite number of classes are obtained in terms of the total variation norms of the differences between the sub-distributions over the classes. These…

Statistics Theory · Mathematics 2018-02-12 Iosif Pinelis

Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…

Probability · Mathematics 2015-09-08 Yannick Baraud

A novel formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small…

Statistical Mechanics · Physics 2019-05-06 Giovani L. Vasconcelos , Domingos S. P. Salazar , A. M. S. Macêdo

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

Let X,Y,B be three independent random variables such that $X$ has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show…

Probability · Mathematics 2013-05-14 Enkelejd Hashorva , Anthony Pakes

We consider the problem of coding for computing with maximal distortion, where the sender communicates with a receiver, which has its own private data and wants to compute a function of their combined data with some fidelity constraint…

Information Theory · Computer Science 2019-10-21 Sourya Basu , Daewon Seo , Lav R. Varshney

Given two jointly distributed random variables $(X,Y)$, a functional representation of $X$ is a random variable $Z$ independent of $Y$, and a deterministic function $g(\cdot, \cdot)$ such that $X=g(Y,Z)$. The problem of finding a minimum…

Information Theory · Computer Science 2023-05-11 Yanina Y. Shkel , Anuj Kumar Yadav

Prompted by the realisation that the statistical entropy of an ideal gas in the micro-canonical ensemble should not fluctuate or change over time, the meaning of the H-theorem is re-interpreted from the perspective of information theory in…

General Physics · Physics 2013-01-09 David Sands , Jeremy Dunning-Davies

In this paper we study certain properties of R\'{e}nyi entropy functionals $H_\alpha(\mathcal{P})$ on the space of probability distributions over $\mathbb{Z}_+$. Primarily, continuity and convergence issues are addressed. Some properties…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Let $\rho$ and $\mu$ be two probability measures on $\mathbb{R}$ which are not the Dirac mass at $0$. We denote by $H(\mu|\rho)$ the relative entropy of $\mu$ with respect to $\rho$. We prove that, if $\rho$ is symmetric and $\mu$ has a…

Probability · Mathematics 2014-10-21 Raphaël Cerf , Matthias Gorny

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

$H$-theorem states that the entropy production is nonnegative and, therefore, the entropy of a closed system should monotonically change in time. In information processing, the entropy production is positive for random transformation of…

Statistical Mechanics · Physics 2014-10-10 Alexander N. Gorban

Let X be a complex projective manifold and f a dominating rational map from X onto X. We show that the topological entropy h(f) of f is bounded from above by the logarithm of its maximal dynamical degree.

Dynamical Systems · Mathematics 2007-05-23 T. C. Dinh , N. Sibony

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

Information Theory · Computer Science 2009-09-29 Prakash Ishwar , Pierre Moulin

Let $(X, T)$ be a topological dynamical system (TDS), and $h (T, K)$ the topological entropy of a subset $K$ of $X$. $(X, T)$ is {\it lowerable} if for each $0\le h\le h (T, X)$ there is a non-empty compact subset with entropy $h$; is {\it…

Dynamical Systems · Mathematics 2011-07-06 Wen Huang , Xiangdong Ye , Guohua Zhang