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The R\'enyi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the latter. Motivated by this characterization, a…

Information Theory · Computer Science 2016-03-14 Ofer Shayevitz

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

We establish a precise mathematical equivalence between witness-based similarity systems (REWA) and Shannon's information theory. We prove that witness overlap is mutual information, that REWA bit complexity bounds arise from channel…

Information Theory · Computer Science 2025-12-02 Nikit Phadke

This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…

Information Theory · Computer Science 2016-11-17 Olivier Rioul

Non-data-aided (NDA) parameter estimation is considered for binary-phase-shift-keying transmission in an additive white Gaussian noise channel. Cramer-Rao lower bounds (CRLBs) for signal amplitude, noise variance, channel reliability…

Information Theory · Computer Science 2007-07-13 Fredrik Brannstrom , Lars K. Rasmussen

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

This paper deals with the design of slow-time coded waveforms which jointly optimize the detection probability and the measurements accuracy for track maintenance in the presence of colored Gaussian interference. The output…

Signal Processing · Electrical Eng. & Systems 2025-12-08 Tao Fan , Augusto Aubry , Vincenzo Carotenuto , Antonio De Maio , Xianxiang Yu , Guolong Cui

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

In the study of quantum limits to parameter estimation, the high dimensionality of the density operator and that of the unknown parameters have long been two of the most difficult challenges. Here we propose a theory of quantum…

Quantum Physics · Physics 2020-08-05 Mankei Tsang , Francesco Albarelli , Animesh Datta

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators remains an important challenge from a theoretical and…

Statistics Theory · Mathematics 2019-09-24 Rahul Mazumder , Haolei Weng

Radar sounders are electromagnetic instruments that can probe deep into the subsurface of Earth and other planetary bodies by processing the echo of transmitted radar waves. Conventional approaches for analyzing such data rely on…

Signal Processing · Electrical Eng. & Systems 2026-05-12 Jordy Dal Corso , Annalena Kofler , Marco Cortellazzi , Lorenzo Bruzzone , Bernhard Schölkopf

Images obtained from coherent illumination processes are contaminated with speckle noise, with polarimetric synthetic aperture radar (PolSAR) imagery as a prominent example. With an adequacy widely attested in the literature, the scaled…

Methodology · Statistics 2015-06-11 Alejandro C. Frery , Renato J. Cintra , Abraão D. C. Nascimento

We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…

Machine Learning · Computer Science 2017-06-06 Alon Gonen , Shai Shalev-Shwartz

The concept of Relative Divergence of one Grading Function from another is extended from totally ordered chains to power sets of finite event spaces. Shannon Entropy concept is extended to normalized grading functions on such power sets.…

Probability · Mathematics 2022-07-15 Alexander Dukhovny

In this paper, we expand the theory of depth-unbiased source localization to unbiased parameter estimation and signal reconstruction of an arbitrary number of non-zero parameters to be recovered. The topic touches on the concept of exact…

Information Theory · Computer Science 2026-05-08 Joonas Lahtinen

A conventional method to determine beam parameters is using the profile measurements and converting them into the values of twiss parameters and beam emittance at a specified position. The beam information can be used to improve transverse…

Accelerator Physics · Physics 2015-07-14 Ji-Ho Jang , Hyo Jae Jang , Dong-O Jeon
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