English
Related papers

Related papers: Minimum entropy of a log-concave variable for fixe…

200 papers

We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger

In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on the statistical theory of the canonical estimator, namely the…

Computation · Statistics 2023-03-01 Wenyu Chen , Rahul Mazumder , Richard J. Samworth

We addressed the question of optimality of private quantum channels. We have shown that the Shannon entropy of the classical key necessary to securely transfer the quantum information is lower bounded by the entropy exchange of the private…

Quantum Physics · Physics 2009-11-13 Jan Bouda , Mario Ziman

We investigate the memory properties of discrete sequences built upon a finite number of states. We find that the block entropy can reliably determine the memory for systems modeled as Markov chains of arbitrary finite order. Further, we…

Statistical Mechanics · Physics 2022-11-21 Juan De Gregorio , David Sanchez , Raul Toral

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

Suppose that you have $n$ colours and $m$ mutually independent dice, each of which has $r$ sides. Each dice lands on any of its sides with equal probability. You may colour the sides of each die in any way you wish, but there is one…

Probability · Mathematics 2018-08-14 Christos Pelekis

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

Probability · Mathematics 2016-02-23 Erwan Hillion , Oliver Johnson

This article addresses the issue of the proof of the entropy power inequality (EPI), an important tool in the analysis of Gaussian channels of information transmission, proposed by Shannon. We analyse continuity properties of the mutual…

Information Theory · Computer Science 2013-04-04 Mark Kelbert , Yuri Suhov

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong…

Probability · Mathematics 2021-05-18 Marta Strzelecka , Michał Strzelecki , Tomasz Tkocz

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter $\varepsilon$ tends to $0$. We establish lower and upper bounds on the difference…

Optimization and Control · Mathematics 2025-04-30 Luca Nenna , Paul Pegon

We derive a novel chain rule for a family of channel conditional entropies, covering von Neumann and sandwiched R\'{e}nyi entropies. In the process, we show that these channel conditional entropies are equal to their regularized version,…

Quantum Physics · Physics 2025-07-29 Amir Arqand , Ernest Y. -Z. Tan

The problem of integrated volatility estimation for the solution X of a stochastic differential equation with L{\'e}vy-type jumps is considered under discrete high-frequency observations in both short and long time horizon. We provide an…

Statistics Theory · Mathematics 2020-05-01 Chiara Amorino , Arnaud Gloter

Neural conversation models such as encoder-decoder models are easy to generate bland and generic responses. Some researchers propose to use the conditional variational autoencoder(CVAE) which maximizes the lower bound on the conditional…

Computation and Language · Computer Science 2019-11-25 Jun Gao , Wei Bi , Xiaojiang Liu , Junhui Li , Guodong Zhou , Shuming Shi

We begin with the observation, based on previous results, that dimension-free lower bounds on the variance of a polynomial under a log-concave measure yield dimension-free small-ball and Fourier decay estimates. Motivated by this, we…

Probability · Mathematics 2026-03-25 Itay Glazer , Dan Mikulincer

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano

This work establishes the exact exponents for the soft-covering phenomenon of a memoryless channel under the total variation metric when random (i.i.d. and constant-composition) channel codes are used. The exponents, established herein, are…

Information Theory · Computer Science 2019-06-26 Semih Yagli , Paul Cuff
‹ Prev 1 8 9 10 Next ›