Related papers: On typical encodings of multivariate ergodic sourc…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of verifiable conditions, ergodic averages calculated…
Shannon's entropy is one of the building blocks of information theory and an essential aspect of Machine Learning methods (e.g., Random Forests). Yet, it is only finitely defined for distributions with fast decaying tails on a countable…
This paper focuses on the ultimate limit theory of image compression. It proves that for an image source, there exists a coding method with shapes that can achieve the entropy rate under a certain condition where the shape-pixel ratio in…
The output distribution, when rate is above capacity, is investigated. It is shown that there is an asymptotic equipartition property (AEP) of the typical output sequences, independently of the specific codebook used, as long as the…
Motivated by problems of statistical language modeling, we consider probability measures on infinite sequences over two countable alphabets of a different cardinality, such as letters and words. We introduce an invertible mapping between…
A plug-in estimator of entropy is the entropy of the distribution where probabilities of symbols or blocks have been replaced with their relative frequencies in the sample. Consistency and asymptotic unbiasedness of the plug-in estimator…
We derive source integrals for multipole moments that describe the behaviour of static and axially symmetric spacetimes close to spatial infinity. We assume isolated non-singular sources but will not restrict the matter content otherwise.…
We present a technique for approximating generic normalization constants subject to constraints. The method is then applied to derive the exact asymptotics for the conditional normalization constant of constrained exponential random graphs.
Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…
For a large class of transitive non-hyperbolic systems, we construct nonhyperbolic ergodic measures with entropy arbitrarily close to its maximal possible value. The systems we consider are partially hyperbolic with one-dimension central…
We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…
The rate-distortion saddle-point problem considered by Lapidoth (1997) consists in finding the minimum rate to compress an arbitrary ergodic source when one is constrained to use a random Gaussian codebook and minimum (Euclidean) distance…
We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variational Bayesian estimator converges locally to the true value…
We study the fiber Lyapunov exponents of step skew-product maps over a complete shift of $N$, $N\ge2$, symbols and with $C^1$ diffeomorphisms of the circle as fiber maps. The systems we study are transitive and genuinely nonhyperbolic,…
This paper proposes a novel entropy encoding technique for lossless data compression. Representing a message string by its lexicographic index in the permutations of its symbols results in a compressed version matching Shannon entropy of…
We prove mean convergence, as $N\to\infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f_1(T_1^{p_1(n)}x)... f_\ell(T_\ell^{p_\ell(n)}x)$, where $p_1,...,p_\ell$ are integer polynomials with distinct degrees, and…
We show that specific exponential bivariate integrals serve as generating functions of labeled edge-bicolored graphs. Based on this, we prove an asymptotic formula for the number of regular edge-bicolored graphs with arbitrary weights…
One open problem in source coding is to characterize the limits of representing losslessly a non-identity discrete function of the data encoded independently by the encoders of several correlated sources with memory. This paper investigates…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…