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Sampling from constrained distributions has a wide range of applications, including in Bayesian optimization and robotics. Prior work establishes convergence and feasibility guarantees for constrained sampling, but assumes that the feasible…

Machine Learning · Computer Science 2026-05-13 Cornelius V. Braun , Tilman Burghoff , Marc Toussaint

The Renyi entropy is a generalisation of the Shannon entropy that is sensitive to the fine details of a probability distribution. We present results for the Renyi entropy of the totally asymmetric exclusion process (TASEP). We calculate…

Statistical Mechanics · Physics 2017-11-10 Anthony J. Wood , Richard A. Blythe , Martin R. Evans

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Information Theory · Computer Science 2025-08-08 Riccardo Castellano , Pavel Sekatski

Stochastic thermodynamics extends classical thermodynamics to small systems in contact with one or more heat baths. It can account for the effects of thermal fluctuations and describe systems far from thermodynamic equilibrium. A basic…

Statistical Mechanics · Physics 2018-01-04 Momčilo Gavrilov , Raphaël Chétrite , John Bechhoefer

We analyze entropic uncertainty relations for two orthogonal measurements on a $N$-dimensional Hilbert space, performed in two generic bases. It is assumed that the unitary matrix $U$ relating both bases is distributed according to the Haar…

Quantum Physics · Physics 2016-08-10 Radosław Adamczak , Rafał Latała , Zbigniew Puchała , Karol Życzkowski

We derive new bounds on achievable precision in the most general adaptive quantum metrological scenarios. The bounds are proven to be asymptotically saturable and equivalent to the known parallel scheme bounds in the limit of large number…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

Statistical Mechanics · Physics 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

We derive a lower bound on the smallest output entropy that can be achieved via vector quantization of a $d$-dimensional source with given expected $r$th-power distortion. Specialized to the one-dimensional case, and in the limit of…

Information Theory · Computer Science 2017-03-27 Tobias Koch , Gonzalo Vazquez-Vilar

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…

Econometrics · Economics 2025-02-25 Keisuke Hirano , Jack R. Porter

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Entropic measures provide analytic tools to help us understand correlation in quantum systems. In our previous work, we calculated linear entropy and von Neumann entropy as entanglement measures for the ground state and lower lying excited…

Quantum Physics · Physics 2015-07-21 Chien-Hao Lin , Yew Kam Ho

This work considers a Poisson noise channel with an amplitude constraint. It is well-known that the capacity-achieving input distribution for this channel is discrete with finitely many points. We sharpen this result by introducing upper…

Information Theory · Computer Science 2021-07-30 Alex Dytso , Luca Barletta , Shlomo Shamai

The metaphor of a potential epigenetic differentiation landscape broadly suggests that during differentiation a stem cell follows the steepest descending gradient toward a stable equilibrium state which represents the final cell type. It…

Cell Behavior · Quantitative Biology 2020-09-22 K. Wiesner , J. Teles , M. Hartnor , C. Peterson

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…

Numerical Analysis · Mathematics 2016-03-01 V. Temlyakov

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

Distribution estimation under error-prone or non-ideal sampling modelled as "sticky" channels have been studied recently motivated by applications such as DNA computing. Missing mass, the sum of probabilities of missing letters, is an…

Statistics Theory · Mathematics 2022-02-08 Prafulla Chandra , Andrew Thangaraj , Nived Rajaraman