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We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…

Probability · Mathematics 2012-11-20 Sergey Bobkov , Mokshay Madiman

We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…

Probability · Mathematics 2020-02-25 Matthieu Fradelizi , Jiange Li , Mokshay Madiman

An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean. These bounds significantly improve on the bounds obtained…

Probability · Mathematics 2019-03-06 Matthieu Fradelizi , Mokshay Madiman , Liyao Wang

We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises R\'enyi entropy of order infinity under fixed variance, among all discrete log-concave random variables…

Probability · Mathematics 2023-05-09 Jacek Jakimiuk , Daniel Murawski , Piotr Nayar , Semen Słobodianiuk

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

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Dimension is an inherent bottleneck to some modern learning tasks, where optimization methods suffer from the size of the data. In this paper, we study non-isotropic distributions of data and develop tools that aim at reducing these…

Machine Learning · Statistics 2025-02-12 Mathieu Even , Laurent Massoulié

An explosive percolation transition is the abrupt emergence of a giant cluster at a threshold caused by a suppression of the growth of large clusters. In this paper, we consider the information entropy of the cluster size distribution,…

Statistical Mechanics · Physics 2021-07-28 Yejun Kang , Young Sul Cho

We develop an information-theoretic perspective on some questions in convex geometry, providing for instance a new equipartition property for log-concave probability measures, some Gaussian comparison results for log-concave measures, an…

Functional Analysis · Mathematics 2011-03-31 Sergey Bobkov , Mokshay Madiman

Unsupervised learning from continuous visual streams is a challenging problem that cannot be naturally and efficiently managed in the classic batch-mode setting of computation. The information stream must be carefully processed accordingly…

Machine Learning · Computer Science 2020-06-17 Matteo Tiezzi , Stefano Melacci , Alessandro Betti , Marco Maggini , Marco Gori

During the last two decades, concentration of measure has been a subject of various exciting developments in convex geometry, functional analysis, statistical physics, high-dimensional statistics, probability theory, information theory,…

Information Theory · Computer Science 2015-10-13 Maxim Raginsky , Igal Sason

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

Most entropy measures depend on the spread of the probability distribution over the sample space $\mathcal{X}$, and the maximum entropy achievable scales proportionately with the sample space cardinality $|\mathcal{X}|$. For a finite…

Machine Learning · Computer Science 2023-05-25 Rohan Ghosh , Mehul Motani

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

Probability · Mathematics 2026-02-09 Iosif Pinelis

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

Maximum entropy distributions with discrete support in $m$ dimensions arise in machine learning, statistics, information theory, and theoretical computer science. While structural and computational properties of max-entropy distributions…

Data Structures and Algorithms · Computer Science 2019-06-04 Damian Straszak , Nisheeth K. Vishnoi

Learning probabilistic models over strings is an important issue for many applications. Spectral methods propose elegant solutions to the problem of inferring weighted automata from finite samples of variable-length strings drawn from an…

Machine Learning · Computer Science 2013-12-24 François Denis , Mattias Gybels , Amaury Habrard

Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers…

Machine Learning · Computer Science 2026-05-11 Ahmad Aghapour , Erhan Bayraktar

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

Computation · Statistics 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan
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