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Expressions for (EPI Shannon type) Divergence-Power Inequalities (DPI) in two cases (time-discrete and band-limited time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of…

Information Theory · Computer Science 2016-11-17 Jacob Binia

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…

Optimization and Control · Mathematics 2011-02-28 Boris S. Mordukhovich , Hung M. Phan

Complementarity relations between various characterizations of a probability distribution are at the core of information theory. In particular, lower and upper bounds for the entropic function are of great importance. In applied topics, we…

Quantum Physics · Physics 2022-09-07 Alexey E. Rastegin

The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in…

Data Analysis, Statistics and Probability · Physics 2012-02-16 Robert W. Johnson

We use the formalism of 'Maximum Principle of Shannon's Entropy' to derive the general power law distribution function, using what seems to be a reasonable physical assumption, namely, the demand of a constant mean "internal order"…

Statistical Mechanics · Physics 2007-05-23 Yaniv Dover

A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…

Statistical Mechanics · Physics 2021-12-20 Ahmad Yousefi

The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…

Probability · Mathematics 2008-07-19 Tryphon T. Georgiou

Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling…

Machine Learning · Computer Science 2019-05-29 Rithesh Kumar , Sherjil Ozair , Anirudh Goyal , Aaron Courville , Yoshua Bengio

Concept of exponential family is generalized by simple and general exponential form. Simple and general potential are introduced. Maximum Entropy and Maximum Likelihood tasks are defined. ML task on the simple exponential form and ME task…

Statistics Theory · Mathematics 2019-08-17 Marian Grendar, , Marian Grendar

The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…

Statistical Mechanics · Physics 2009-11-13 Jesus Gomez-Gardenes , Vito Latora

We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Using the concept of discrete noiseless channels, it was shown by Shannon in A Mathematical Theory of Communication that the ultimate performance of an encoder for a constrained system is limited by the combinatorial capacity of the system…

Information Theory · Computer Science 2008-09-09 Georg Böcherer , Valdemar Cardoso da Rocha , Cecilio Pimentel

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is…

Dynamical Systems · Mathematics 2009-03-10 Nicolai T A Haydn

Multiple-channel detection is considered in the context of a sensor network where raw data are shared only by nodes that have a common edge in the network graph. Established multiple-channel detectors, such as those based on generalized…

Applications · Statistics 2016-11-15 Douglas Cochran , Stephen D. Howard , Bill Moran , Harry A. Schmitt

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

Although the notion of task similarity is potentially interesting in a wide range of areas such as curriculum learning or automated planning, it has mostly been tied to transfer learning. Transfer is based on the idea of reusing the…

Machine Learning · Computer Science 2021-03-09 Álvaro Visús , Javier García , Fernando Fernández
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