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We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

Statistics Theory · Mathematics 2020-10-15 Rasmus Erlemann , Richard Lockhart , Rihan Yao

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

We show that any pair $X, Y$ of independent, non-compactly supported random variables on $[0,\infty)$ satisfies $\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0$. We conjecture multi-variate and weighted generalizations of…

Probability · Mathematics 2020-08-05 Naomi Dvora Feldheim , Ohad Noy Feldheim

Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…

Methodology · Statistics 2021-08-10 Luai Al-Labadi , Forough Fazeli Asl , Zahra Saberi

We study an information analogue of infinitely divisible probability distributions, where the i.i.d. sum is replaced by the joint distribution of an i.i.d. sequence. A random variable $X$ is called informationally infinitely divisible if,…

Information Theory · Computer Science 2023-07-19 Cheuk Ting Li

We consider biological individuality in terms of information theoretic and graphical principles. Our purpose is to extract through an algorithmic decomposition system-environment boundaries supporting individuality. We infer or detect…

Populations and Evolution · Quantitative Biology 2014-12-09 David Krakauer , Nils Bertschinger , Eckehard Olbrich , Nihat Ay , Jessica C. Flack

If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…

Probability · Mathematics 2018-01-08 Agnieszka Piliszek , Jacek Wesołowski

By the well-known I.Kotlarski lemma, if $\xi_1$, $\xi_2$, and $\xi_3$ are independent real-valued random variables with nonvanishing characteristic functions, $L_1=\xi_1-\xi_3$ and $L_2=\xi_2-\xi_3$, then the distribution of the random…

Probability · Mathematics 2024-04-18 Gennadiy Feldman

Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…

Programming Languages · Computer Science 2020-07-21 Gilles Barthe , Justin Hsu , Kevin Liao

For a two-particle two-state system, sets of compatible propositions exist for which quantum mechanics and noncontextual hidden-variable theories make conflicting predictions for every individual system whatever its quantum state. This…

Quantum Physics · Physics 2009-01-23 Adan Cabello , Guillermo Garcia-Alcaine

Let $X$ be a locally compact Abelian group with the connected component of zero of dimension 1. Let $\xi_1$ and $\xi_2$ be independent random variables with values in $X$ with nonvanishing characteristic functions. We prove that if a…

Probability · Mathematics 2023-07-21 Gennadiy Feldman

We adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel…

Probability · Mathematics 2007-05-23 Oliver Johnson

We review recent work that employs the framework of logical inference to establish a bridge between data gathered through experiments and their objective description in terms of human-made concepts. It is shown that logical inference…

Quantum Physics · Physics 2016-09-28 H. De Raedt , M. I. Katsnelson , K. Michielsen

In information theory, the link between continuous information and discrete information is established through well-known sampling theorems. Sampling theory explains, for example, how frequency-filtered music signals are reconstructible…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Achim Kempf

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…

Computation · Statistics 2007-08-22 Colin Mallows

We consider quantum-information division, which is characterized by a channel whose outputs have no correlation and are not completely randomized. We show that the quantum-information division is possible in a probabilistic manner by…

Quantum Physics · Physics 2014-04-02 Yuji Sekino , Satoshi Ishizaka

In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…

Operator Algebras · Mathematics 2016-09-08 Paul Skoufranis

The celebrated Erd\H{o}s--Kac theorem says, roughly speaking, that the values of additive functions satisfying certain mild hypotheses are normally distributed. In the intervening years, similar normal distribution laws have been shown to…

Number Theory · Mathematics 2018-11-13 Greg Martin , Lee Troupe

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Bert van Es , Peter Spreij

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell
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