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We provide a full quantitative version of the Gaussian isoperimetric inequality. Our estimate is independent of the dimension, sharp on the decay rate with respect to the asymmetry and with optimal dependence on the mass.

Analysis of PDEs · Mathematics 2017-04-04 Marco Barchiesi , Alessio Brancolini , Vesa Julin

Many partially-successful attempts have been made to find the most natural discrete-variable version of Shannon's entropy power inequality (EPI). We develop an axiomatic framework from which we deduce the natural form of a discrete-variable…

Information Theory · Computer Science 2016-11-17 Saikat Guha , Jeffrey H. Shapiro , Raul Garcia-Patron Sanchez

We tighten the Entropy Power Inequality (EPI) when one of the random summands is Gaussian. Our strengthening is closely connected to the concept of strong data processing for Gaussian channels and generalizes the (vector extension of)…

Information Theory · Computer Science 2016-02-10 Thomas A. Courtade

According to Boltzmann-Gibbs (BG) statistical mechanics, the thermodynamic response, such as the isothermal susceptibility, at critical points (CPs) presents a divergent-like behavior. An appropriate parameter to probe both classical and…

Statistical Mechanics · Physics 2024-09-18 Samuel M. Soares , Lucas Squillante , Henrique S. Lima , Constantino Tsallis , Mariano de Souza

Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…

Probability · Mathematics 2015-06-02 Vidmantas Kastytis Bentkus , Dainius Dzindzalieta

Let $\Gamma $ be an infinite discrete group and $\mathsf{A}\subset \Gamma $ a nonempty finite subset. The set of permutations $\sigma $ of $\Gamma $ such that $s^{-1}\sigma (s)\in \mathsf{A}$ for every $s\in \Gamma $ can be identified with…

Dynamical Systems · Mathematics 2025-01-10 Hanfeng Li , Klaus Schmidt

Supplement 1 to GUM (GUM-S1) recommends the use of maximum entropy principle (MaxEnt) in determining the probability distribution of a quantity having specified properties, e.g., specified central moments. When we only know the mean value…

Data Analysis, Statistics and Probability · Physics 2012-07-20 Stefano Olivares , Matteo G. A. Paris

Negative type inequalities arise in the study of embedding properties of metric spaces, but they often reduce to intractable combinatorial problems. In this paper we study more quantitative versions of these inequalities involving the…

Metric Geometry · Mathematics 2015-01-20 Ian Doust , Stephen Sánchez , Anthony Weston

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…

Probability · Mathematics 2020-11-23 João Lita da Silva

The evolution of non-adiabatic perturbations in models with multiple coupled perfect fluids with non-adiabatic sound speed is considered. Instead of splitting the entropy perturbation into relative and intrinsic parts, we introduce a set of…

General Relativity and Quantum Cosmology · Physics 2011-05-12 N. A. Koshelev

When factorized approximations are used for variational inference (VI), they tend to underestimate the uncertainty -- as measured in various ways -- of the distributions they are meant to approximate. We consider two popular ways to measure…

Machine Learning · Statistics 2023-05-29 Charles C. Margossian , Lawrence K. Saul

Reconstructing a density of states or similar distribution from moments or continued fractions is an important problem in calculating the electronic and vibrational structure of defective or non-crystalline solids. For single bands a…

Strongly Correlated Electrons · Physics 2015-05-20 Roger Haydock , C. M. M. Nex

We study the capacity of the power-constrained additive Gaussian channel with an entropy constraint at the input. In particular, we characterize this capacity in the low signal-to-noise ratio regime at small entropy. This follows as a…

Information Theory · Computer Science 2025-04-30 Adway Girish , Shlomo Shamai , Emre Telatar

We consider a nonparametric model $\mathcal{E}^{n},$ generated by independent observations $X_{i},$ $i=1,...,n,$ with densities $p(x,\theta_{i}),$ $i=1,...,n,$ the parameters of which $\theta _{i}=f(i/n)\in \Theta $ are driven by the values…

Statistics Theory · Mathematics 2024-12-20 Ion Grama , Michael Nussbaum

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

It is well known and readily seen that the maximum of $n$ independent and uniformly on $[0,1]$ distributed random variables, suitably standardised, converges in total variation distance, as $n$ increases, to the standard negative…

Probability · Mathematics 2020-05-06 Michael Falk , Simone A. Padoan , Stefano Rizzelli

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

Probability · Mathematics 2015-07-27 Christos Pelekis , Jan Ramon
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