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Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We consider the problem of sampling from a probability distribution $\pi$ which admits a density w.r.t. a dominating measure. It is well known that this can be written as an optimisation problem over the space of probability distributions…

Methodology · Statistics 2026-05-06 Francesca Romana Crucinio

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

The recent paper [F. Arute et al. Nature {\bf 574}, 505 (2019)] considered exact classical sampling of the output probability distribution of the globally depolarized random quantum circuit. In this paper, we show three results. First, we…

Quantum Physics · Physics 2019-11-07 Tomoyuki Morimae , Yuki Takeuchi , Seiichiro Tani

This paper explores the use of "generated sets" $\{ \{ k \boldsymbol{\zeta} \} : k = 1, \ldots, n \}$ for function approximation in reproducing kernel Hilbert spaces which consist of multi-dimensional functions with an absolutely convergent…

Numerical Analysis · Mathematics 2025-05-02 Ronald Cools , Dirk Nuyens , Laurence Wilkes

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

Probability · Mathematics 2012-06-11 Warren Schudy , Maxim Sviridenko

Many two-sample problems call for a comparison of two distributions from an exponential family. Density ratio estimation methods provide ways to solve such problems through direct estimation of the differences in natural parameters. The…

Statistics Theory · Mathematics 2025-02-19 Erika Banzato , Mathias Drton , Kian Saraf-Poor , Hongjian Shi

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

When sampling multi-modal probability distributions, correctly estimating the relative probability of each mode, even when the modes have been discovered and locally sampled, remains challenging. We test a simple reweighting scheme designed…

Statistics Theory · Mathematics 2026-02-17 Pierre Monmarché

Quantum entanglement under an extensive bipartition can reveal the critical boundary theory of a topological phase in the parameter space. In this study we demonstrate that the infinite-randomness fixed point for spin-1/2 degrees of freedom…

Strongly Correlated Electrons · Physics 2016-12-28 Min Lu , Wen-Jia Rao , Rajesh Narayanan , Xin Wan , Guang-Ming Zhang

Fix a modulus $q$. One would expect the number of primes in each invertible residue class mod $q$ to be multinomially distributed, i.e. for each $p \,\mathrm{mod}\, q$ to behave like an independent random variable uniform on…

Number Theory · Mathematics 2025-04-30 Alex Cowan

The concept of distinguishability lies at the heart of quantum information theory. We introduce \textit{left-right relative entropy} as a quantitative measure of distinguishability within the space of boundary states in two-dimensional…

High Energy Physics - Theory · Physics 2026-05-26 Mostafa Ghasemi

We study the impact of finite-size effect on continuous variable source-independent quantum random number generation. The central-limit theorem and maximum likelihood estimation theorem are used to derive the formula which could output the…

Quantum Physics · Physics 2020-03-02 Junyu Zhang , Yi-Chen Zhang , Ziyong Zheng , Ziyang Chen , Bingjie Xu , Song Yu

An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…

Information Theory · Computer Science 2026-02-10 Qiang Sun , H. Vincent Poor , Wenyi Zhang

This paper proposes an algorithm to generate random numbers from any member of the truncated multivariate elliptical family of distributions with a strictly decreasing density generating function. Based on Neal (2003) and Ho et al. (2012),…

Computation · Statistics 2021-12-20 Katherine A. L. Valeriano , Christian E. Galarza , Larissa A. Matos

For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…

Statistics Theory · Mathematics 2016-11-17 Geoffrey Decrouez , Michael Grabchak , Quentin Paris

A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…

Machine Learning · Computer Science 2020-06-26 Amir R. Asadi , Emmanuel Abbe

Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent…

Information Theory · Computer Science 2017-11-15 Pengfei Yang , Biao Chen