Related papers: Relative entropy convergence under Picard's iterat…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
We analyze inexact fixed point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed point…
It is not obvious how to extend Shannon's original information entropy to higher dimensions, and many different approaches have been tried. We replace the English text symbol sequence originally used to illustrate the theory by a discrete,…
We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
We revisit the connection between index and relative entropy for an inclusion of finite von Neumann algebras. We observe that the Pimsner-Popa index connects to sandwiched Renyi $p$-relative entropy for all $1/2\le p\le \infty$, including…
We define a general notion of entropy in elementary, algebraic terms. Based on that, weak forms of a scalar product and a distance measure are derived. We give basic properties of these quantities, generalize the Cauchy-Schwarz inequality,…
We carry out a systematic study of entanglement entropy in nonrelativistic conformal field theories via holographic techniques. After a discussion of recent results concerning Galilean conformal field theories, we deduce a novel expression…
By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application,…
The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…
We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…
We introduce a natural definition of $L^p$-convergence of maps, $p \ge 1$, in the case where the domain is a convergent sequence of measured metric space with respect to the measured Gromov-Hausdorff topology and the target is a…
As shown by M\'edard, the capacity of fading channels with imperfect channel-state information (CSI) can be lower-bounded by assuming a Gaussian channel input $X$ with power $P$ and by upper-bounding the conditional entropy $h(X|Y,\hat{H})$…
We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive…
Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…
We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal…
In this paper we explore the merit of relative entropy in proving weak well-posedness of McKean-Vlasov SDEs and SPDEs, extending the technique introduced in Lacker arxiv:2105.02983. In the SDE setting, we prove weak existence and uniqueness…
According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…