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We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergences between a joint distribution and the product distribution…

Statistics Theory · Mathematics 2015-08-20 Amor Keziou , Philippe Regnault

We characterize mutual information as the unique map on ordered pairs of random variables satisfying a set of axioms similar to those of Faddeev's characterization of the Shannon entropy. There is a new axiom in our characterization however…

Information Theory · Computer Science 2022-11-30 James Fullwood

Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…

Information Theory · Computer Science 2019-08-22 Amos Lapidoth , Christoph Pfister

This article introduces a model-agnostic approach to study statistical synergy, a form of emergence in which patterns at large scales are not traceable from lower scales. Our framework leverages various multivariate extensions of Shannon's…

Information Theory · Computer Science 2019-09-18 Fernando Rosas , Pedro A. M. Mediano , Michael Gastpar , Henrik J. Jensen

We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…

Probability · Mathematics 2017-08-16 David Criens

Multivariate mutual information provides a conceptual framework for characterizing higher-order interactions in complex systems. Two well-known measures of multivariate information---total correlation and dual total correlation---admit a…

Information Theory · Computer Science 2018-11-28 Kyle Reing , Greg Ver Steeg , Aram Galstyan

Mutual information I in infinite sequences (and in their finite prefixes) is essential in theoretical analysis of many situations. Yet its right definition has been elusive for a long time. I address it by generalizing Kolmogorov Complexity…

Computational Complexity · Computer Science 2021-08-03 Leonid A. Levin

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

Methodology · Statistics 2022-05-12 Long Feng , Tiefeng Jiang , Xiaoyun Li , Binghui Liu

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Probability · Mathematics 2012-02-28 Boris L. Granovsky

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

We explore a family of information measures that stems from R\'enyi's $\alpha$-Divergences with $\alpha<0$. In particular, we extend the definition of Sibson's $\alpha$-Mutual Information to negative values of $\alpha$ and show several…

Information Theory · Computer Science 2022-02-09 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li

We derive the property of strong superadditivity of mutual information arising from the Markov property of the vacuum state in a conformal field theory and strong subadditivity of entanglement entropy. We show this inequality encodes…

High Energy Physics - Theory · Physics 2021-09-29 Horacio Casini , Eduardo Testé , Gonzalo Torroba

The Sibson and Arimoto capacity, which are based on the Sibson and Arimoto mutual information (MI) of order {\alpha}, respectively, are well-known generalizations of the channel capacity C. In this study, we derive novel alternating…

Information Theory · Computer Science 2024-05-14 Akira Kamatsuka , Yuki Ishikawa , Koki Kazama , Takahiro Yoshida

We study the evolution of conditional mutual information in generic open quantum systems, focusing on one-dimensional random circuits with interspersed local noise. Unlike in noiseless circuits, where conditional mutual information spreads…

Quantum Physics · Physics 2024-11-18 Su-un Lee , Changhun Oh , Yat Wong , Senrui Chen , Liang Jiang

We establish a precise connection between statistical significance in dependence testing and information-theoretic dependence as quantified by Shannon mutual information (MI). In the absence of prior distributional information, we consider…

Statistics Theory · Mathematics 2026-02-02 Tsutomu Mori , Takashi Kawamura

This paper develops new methodology, together with related theories, for combining information from independent studies through confidence distributions. A formal definition of a confidence distribution and its asymptotic counterpart (i.e.,…

Statistics Theory · Mathematics 2007-06-13 Kesar Singh , Minge Xie , William E. Strawderman

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

The question how complex systems become more organized and efficient with time is open. Examples are, the formation of elementary particles from pure energy, the formation of atoms from particles, the formation of stars and galaxies, the…

Physics and Society · Physics 2017-01-17 Georgi Georgiev , Atanu Chatterjee , Germano Iannacchione

We present the generalization of recently introduced observables for the studies of correlated fluctuations of different anisotropic flow amplitudes, dubbed Symmetric Cumulants. We introduce a new set of higher order observables and outline…

Nuclear Experiment · Physics 2020-08-19 Cindy Mordasini , Ante Bilandzic , Deniz Karakoç , Seyed Farid Taghavi