English
Related papers

Related papers: Relative entropy convergence under Picard's iterat…

200 papers

We study holographic entropy inequalities and their structural properties by making use of a judicious grouping of terms into certain multipartite information quantities. This allows us to recast cumbersome entropic expressions into much…

High Energy Physics - Theory · Physics 2024-09-09 Sergio Hernández-Cuenca , Veronika E. Hubeny , Frederic Jia

We consider the question of estimating multi-dimensional Gaussian mixtures (GM) with compactly supported or subgaussian mixing distributions. Minimax estimation rate for this class (under Hellinger, TV and KL divergences) is a long-standing…

Statistics Theory · Mathematics 2023-06-28 Zeyu Jia , Yury Polyanskiy , Yihong Wu

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition…

Statistical Mechanics · Physics 2017-04-26 Oliver Muelken , Sarah Heinzelmann , Maxim Dolgushev

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

Probability · Mathematics 2017-09-18 Bob Pepin

The fidelity-based smooth min-relative entropy is a distinguishability measure that has appeared in a variety of contexts in prior work on quantum information, including resource theories like thermodynamics and coherence. Here we provide a…

Quantum Physics · Physics 2024-05-29 Theshani Nuradha , Mark M. Wilde

We examine a class of deep learning models with a tractable method to compute information-theoretic quantities. Our contributions are three-fold: (i) We show how entropies and mutual informations can be derived from heuristic statistical…

Machine Learning · Computer Science 2020-01-22 Marylou Gabrié , Andre Manoel , Clément Luneau , Jean Barbier , Nicolas Macris , Florent Krzakala , Lenka Zdeborová

We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian…

Probability · Mathematics 2020-11-26 Qi Feng , Wuchen Li

We introduce a new iteration method called Picard-S iteration. We show that the Picard-S iteration method can be used to approximate fixed point of contraction mappings. Also, we show that our new iteration method is equivalent and…

Functional Analysis · Mathematics 2014-04-29 Faik Gürsoy , Vatan Karakaya

We develop reliable a posteriori error estimators for fully discrete Runge-Kutta discontinuous Galerkin approximations of nonlinear convection-diffusion systems endowed with a convex entropy in multiple spatial dimensions on the flat torus…

Numerical Analysis · Mathematics 2026-04-02 Jan Giesselmann , Kiwoong Kwon , Sebastian Krumscheid

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

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

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…

Probability · Mathematics 2016-02-12 Yoichi Nishiyama

Information entropy and its extension, which are important generalization of entropy, have been applied in many research domains today. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional…

Information Theory · Computer Science 2017-04-24 Shuai Liu , Mengye Lu , Gaocheng Liu , Zheng Pan

The entropy power inequality for independent random vectors is a foundational result of information theory, with deep connections to probability and geometric functional analysis. Several extensions of the entropy power inequality have been…

Information Theory · Computer Science 2025-12-23 Mokshay Madiman , James Melbourne , Cyril Roberto

This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_\sigma$, for $\mathcal{N}_\sigma\triangleq\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$, by…

Statistics Theory · Mathematics 2020-05-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy , Jonathan Weed

By using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the…

Probability · Mathematics 2016-05-04 Feng-Yu Wang , Jie Xiong , Lihu Xu

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…

Numerical Analysis · Mathematics 2018-01-08 Tony Lelièvre , Giovanni Samaey , Przemysław Zieliński

We study holographic entanglement entropy in dS/CFT and introduce time-like entanglement entropy in CFTs. Both of them take complex values in general and are related with each other via an analytical continuation. We argue that they are…

High Energy Physics - Theory · Physics 2023-02-01 Kazuki Doi , Jonathan Harper , Ali Mollabashi , Tadashi Takayanagi , Yusuke Taki

The purpose of this article is to develop a technique to estimate certain bounds for entropy numbers of diagonal operator on spaces of p-summable sequences for finite p greater than 1. The approximation method we develop in this direction…

Functional Analysis · Mathematics 2022-07-08 K. P. Deepesh , V. B. Kiran Kumar

The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering governing equations and quantifying dynamical properties of…

Dynamical Systems · Mathematics 2021-12-10 Min Dai , Jinqiao Duan , Jianyu Hu , Xiangjun Wang