Related papers: A note on maximal conditional entropy on Lebesgue …
The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Let $A$ be a general expansive matrix and let $X$ be a ball quasi-Banach function space on $\mathbb R^n$, which supports both a Fefferman--Stein vector-valued maximal inequality and the boundedness of the powered Hardy--Littlewood maximal…
We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
This paper studies a new maximal operator introduced by Hyt\"onen, McIntosh and Portal in 2008 for functions taking values in a Banach space. The L^p-boundedness of this operator depends on the range space; certain requirements on type and…
The set of solutions inferred by the generic maximum entropy (MaxEnt) or maximum relative entropy (MaxREnt) principles of Jaynes - considered as a function of the moment constraints or their conjugate Lagrangian multipliers - is endowed…
Based on a variational expression for the steady-state entropy production rate in overdamped Langevin dynamics, we derive concrete upper bounds on the entropy production rate in various physical settings. For particles in a thermal…
Optimal linear prediction (aka. kriging) of a random field $\{Z(x)\}_{x\in\mathcal{X}}$ indexed by a compact metric space $(\mathcal{X},d_{\mathcal{X}})$ can be obtained if the mean value function $m\colon\mathcal{X}\to\mathbb{R}$ and the…
We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…
We introduce so-called super/sub-martingale projections as a family of endomorphisms defined on unions of Polish spaces. Such projections allow us to identify martingales as collections of transformations that relate path-valued random…
The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…
We develop a framework for the operationalization of models and parameters by combining de Finetti's representation theorem with a conditional form of Sanov's theorem. This synthesis, the tilted de Finetti theorem, shows that conditioning…
We derive universal bounds for the finite-time survival probability of the stochastic work extracted in steady-state heat engines and the stochastic heat dissipated to the environment. We also find estimates for the time-dependent…
We consider optimization problems in Lebesgue spaces with pointwise box constraints and finitely many additional linear constraints. We prove that the existence of a Slater point which lies strictly between the pointwise bounds and which…
We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…
We study the contextuality of a three-level quantum system using classical conditional entropy of measurement outcomes. First, we analytically construct the minimal configuration of measurements required to reveal contextuality. Next, an…
It is known that if $x\in[0,1]$ is polynomial time random (i.e. no polynomial time computable martingale succeeds on the binary fractional expansion of $x$) then $x$ is normal in any integer base greater than one. We show that if $x$ is…