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The concept of classical $f$-divergences gives a unified framework to construct and study measures of dissimilarity of probability distributions; special cases include the relative entropy and the R\'enyi divergences. Various quantum…

Mathematical Physics · Physics 2017-08-08 Fumio Hiai , Milan Mosonyi

There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

The present paper studies continuity of generalized entropy functions and relative entropies defined using the notion of a deformed logarithmic function. In particular, two distinct definitions of relative entropy are discussed. As an…

Mathematical Physics · Physics 2007-05-23 Jan Naudts

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…

Information Theory · Computer Science 2024-11-26 Iryna Bodnarchuk , Yuliya Mishura , Kostiantyn Ralchenko

Despite the popular of multimodal statistical models, there lacks rigorous statistical inference tools for inferring the significance of a single modality within a multimodal model, especially in high-dimensional models. For…

Methodology · Statistics 2026-02-04 Wanting Jin , Guorong Wu , Quefeng Li

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

This work provides data-processing and majorization inequalities for $f$-divergences, and it considers some of their applications to coding problems. This work also provides tight bounds on the R\'{e}nyi entropy of a function of a discrete…

Information Theory · Computer Science 2021-04-01 Igal Sason

We establish convergence in the diffusive limit from entropy weak solutions of the equations of compressible gas dynamics with friction to the porous media equation away from vacuum. The result is based on a Lyapunov type of functional…

Analysis of PDEs · Mathematics 2021-03-22 Corrado Lattanzio , Athanasios E. Tzavaras

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

Kawai, Parrondo, and Van den Broeck [Phys. Rev. Lett. 98, 080602 (2007)] have recently established a quantitative relationship between dissipated work and a microscopic, information-theoretic measure of irreversibility. We illustrate this…

Statistical Mechanics · Physics 2009-11-13 Jordan Horowitz , Christopher Jarzynski

The quantum \chi^2-divergence has recently been introduced and applied to quantum channels (quantum Markov processes). In contrast to the classical setting the quantum \chi^2-divergence is not unique but depends on the choice of quantum…

Mathematical Physics · Physics 2012-10-02 Frank Hansen

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

We consider two independent and stationary measures over $\chi^\mathbb{N}$, where $\chi$ finite or countable alphabet. For each pair of $n$-strings in the product space we define $T_n^{(2)}$ as the length of the shortest path connecting one…

Probability · Mathematics 2019-03-26 Miguel Abadi , Rodrigo Lambert

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

We consider entanglement measures in 2-2 scattering in quantum field theories, focusing on relative entropy which distinguishes two different density matrices. Relative entropy is investigated in several cases which include $\phi^4$ theory,…

High Energy Physics - Theory · Physics 2020-12-04 Anjishnu Bose , Parthiv Haldar , Aninda Sinha , Pritish Sinha , Shaswat S Tiwari