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In this paper, we discuss the worst-case of distortion riskmetrics for general distributions when only partial information (mean and variance) is known. This result is applicable to general class of distortion risk measures and variability…

Risk Management · Quantitative Finance 2024-05-30 Baishuai Zuo , Chuancun Yin

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

A general information transmission model, under independent and identically distributed Gaussian codebook and nearest neighbor decoding rule with processed channel output, is investigated using the performance metric of generalized mutual…

Information Theory · Computer Science 2019-08-23 Wenyi Zhang , Yizhu Wang , Cong Shen , Ning Liang

We present a problem relating measurements and information theory in spin foam models. In the three dimensional case of quantum gravity we can compute probabilities of spin network graphs and study the behaviour of the Shannon entropy…

General Relativity and Quantum Cosmology · Physics 2015-06-05 J. Manuel Garcia-Islas

Generalized mutual information (GMI) is used to compute achievable rates for fading channels with various types of channel state information at the transmitter (CSIT) and receiver (CSIR). The GMI is based on variations of auxiliary channel…

Information Theory · Computer Science 2023-05-23 Gerhard Kramer

A general theory for computing information transfers in nonlinear stochastic systems driven by deterministic forcing and additive and/or multiplicative noises, is presented. It extends the Liang-Kleeman framework of causality inference to…

Chaotic Dynamics · Physics 2023-10-12 Carlos A. Pires , David Docquier , Stéphane Vannitsem

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

Probability · Mathematics 2016-04-08 Nigel J. Newton

We extend present Shannon's static statistical information theory to dynamic processes and establish a dynamic statistical information theory. We derive the nonlinear evolution equations of dynamic information density and dynamic…

Statistical Mechanics · Physics 2007-05-23 Xing Xiu-San

We introduce in this paper a new generalization of the flexible Weibull distribution with four parameters. This model based on the Beta generalized (BG) distribution, Eugene et al. \cite{Eugeneetal2002}, they first using the BG distribution…

Statistics Theory · Mathematics 2017-03-20 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

In this paper we discuss about the validity of the Shannon entropy functional in connection with the correct Gibbs-Hertz probability distribution function. We show that there is no contradiction in using the Shannon-Gibbs functional and…

Classical Physics · Physics 2015-03-11 Alessio Gagliardi , Alessandro Pecchia

We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variable. The purpose of approximating the MGF is to enable the…

Statistics Theory · Mathematics 2007-06-13 Ronald W. Butler , Andrew T. A. Wood

We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…

Computation · Statistics 2022-11-24 Xiaozhu Zhang , Jerome P. Reiter

Information aggregation is a vital tool for human and machine decision making in the presence of uncertainty. Traditionally, approaches to aggregation broadly diverge into two categories, those which attribute a worth or weight to…

Artificial Intelligence · Computer Science 2024-05-06 Stephen B. Broomell , Christian Wagner

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

Working with multiple variables they usually contain difficult to control complex dependencies. This article proposes extraction of their individual information, e.g. $\overline{X|Y}$ as random variable containing information from $X$, but…

Machine Learning · Statistics 2023-11-23 Jarek Duda

The performance of the generalized belief propagation algorithm for computing the noiseless capacity and mutual information rates of finite-size two-dimensional and three-dimensional run-length limited constraints is investigated. For each…

Information Theory · Computer Science 2012-05-29 Giovanni Sabato , Mehdi Molkaraie

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

This paper introduces time into information theory, gives a more accurate definition of information, and unifies the information in cognition and Shannon information theory. Specially, we consider time as a measure of information, giving a…

Information Theory · Computer Science 2024-10-30 Yilun Liu , Lidong Zhu

Shannon's mutual information of a random multiple antenna and multipath channel is studied in the general case where the channel impulse response is an ergodic and stationary process which is assumed to be available at the receiver. From…

Information Theory · Computer Science 2019-05-09 Walid Hachem , Adrien Hardy , Shlomo Shamai
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