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We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…

Methodology · Statistics 2026-04-14 Gabriel Arpino , Ramji Venkataramanan

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

Loop-weighted walk with parameter $\lambda\geq 0$ is a non-Markovian model of random walks that is related to the loop $O(N)$ model of statistical mechanics. A walk receives weight $\lambda^{k}$ if it contains $k$ loops; whether this is a…

Probability · Mathematics 2016-05-31 Tyler Helmuth

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Ariel Caticha

In this paper, we introduce the weighted cumulative residual Mathai--Haubold entropy and establish its fundamental properties. A dynamic version is developed, and its behavior under linear transformations is studied. Bounds and explicit…

Methodology · Statistics 2026-04-28 Anija C. R , Smitha S , Sudheesh K. Kattumannil

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

We investigate the concept of entropy in probabilistic theories more general than quantum mechanics, with particular reference to the notion of information causality recently proposed by Pawlowski et. al. (arXiv:0905.2992). We consider two…

In statistical analysis, quantifying uncertainties through measures such as entropy, extropy, varentropy, and varextropy is of fundamental importance for understanding distribution functions. This paper investigates several properties of…

Statistics Theory · Mathematics 2025-01-28 Santosh Kumar Chaudhary , Nitin Gupta

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

We introduce novel information-entropic variables -- a Point Divergence Gain (${\Omega}^{(l \rightarrow m)}_\alpha$), a Point Divergence Gain Entropy ($I_\alpha$), and a Point Divergence Gain Entropy Density ($P_\alpha$) -- which are…

Data Analysis, Statistics and Probability · Physics 2018-02-07 Renata Rychtáriková , Jan Korbel , Petr Macháček , Dalibor Štys

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…

Statistical Mechanics · Physics 2020-10-28 Qiuping A. Wang

Entropy is a fundamental concept in quantum information theory that allows to quantify entanglement and investigate its properties, for example its monogamy over multipartite systems. Here, we derive variational formulas for relative…

Quantum Physics · Physics 2024-05-21 Mario Berta , Marco Tomamichel

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

We propose using the technique of weighted citation to measure an article's prestige. The technique allocates a different weight to each reference by taking into account the impact of citing journals and citation time intervals. Weighted…

Digital Libraries · Computer Science 2010-12-23 Erjia Yan , Ying Ding

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

We consider the quantum resource theory of measurement informativeness and introduce a weight-based quantifier of informativeness. We show that this quantifier has operational significance from the perspective of quantum state exclusion, by…

Quantum Physics · Physics 2019-08-28 Andrés F. Ducuara , Paul Skrzypczyk

The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…

Statistics Theory · Mathematics 2007-06-13 Xiaogang Wang , James V. Zidek
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