Related papers: A note on maximal conditional entropy on Lebesgue …

Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

In this paper, we establish maximal concentration bounds for the iterates generated by a stochastic approximation (SA) algorithm under a contractive operator with respect to some arbitrary norm (for example, the $\ell_\infty$-norm). We…

We study a quantity called discrete layered entropy, which approximates the Shannon entropy within a logarithmic gap. Compared to the Shannon entropy, the discrete layered entropy is piecewise linear, approximates the expected length of the…

Let $L$ be a linear space of real bounded random variables on the probability space $(\Omega,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

In this paper we recontextualize the theory of matrix weights within the setting of Banach lattices. We define an intrinsic notion of directional Banach function spaces, generalizing matrix weighted Lebesgue spaces. Moreover, we prove an…

We give conditions on the exponent function $p(\cdot)$ that imply the existence of embeddings between grand, small and variable Lebesgue spaces. We construct examples to show that our results are close to optimal. Our work extends recent…

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

The Lesche stability condition for the Shannon entropy [B. Lesche, J. Stat. Phys. 27, 419 (1982)], represents a fundamental test, for its experimental robustness, for systems obeying the Maxwell-Boltzmann statistical mechanics. Of course,…

We obtain unconditional, effective number-field analogues of the three Mertens' theorems, all with explicit constants and valid for $x\geq 2$. Our error terms are explicitly bounded in terms of the degree and discriminant of the number…

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…

We investigate the properties of the variable Lebesgue spaces with quasi-norm on a probability space, and give the atomic decompositions suited to the variable exponent martingale Hardy spaces. Using the decompositions and the harmonic mean…

We compute the entanglement entropy and the entanglement spectrum of the vacuum state in the massive Schwinger model at a finite $\theta$ angle. The $\theta$ term is implemented through a chirally rotated lattice Hamiltonian that preserves…

The new estimates of the conditional Shannon entropy are introduced in the framework of the model describing a discrete response variable depending on a vector of d factors having a density w.r.t. the Lebesgue measure in R^d. Namely, the…

We prove an asymptotic crystallization result in two dimensions for a class of nonlocal particle systems. To be precise, we consider the best approximation with respect to the 2-Wasserstein metric of a given absolutely continuous…

A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…

The macro-to-micro transition in a heterogeneous material is envisaged as the selection of a probability distribution by the Principle of Maximum Entropy (MAXENT). The material is made of constituents, e.g. given crystal orientations. Each…