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Related papers: Finite de Finetti bounds in relative entropy

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Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

Motivated by recent interests in predictive inference under distribution shift, we study the problem of approximating finite weighted exchangeable sequences by a mixture of finite sequences with independent terms. Various bounds are derived…

Statistics Theory · Mathematics 2023-06-21 Wenpin Tang

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…

Probability · Mathematics 2009-02-04 Carl Graham

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

Information Theory · Computer Science 2016-11-17 Igal Sason

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

Probability · Mathematics 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…

Operator Algebras · Mathematics 2008-06-24 Claus Köstler

In this article we demonstrate the relationship between finitely exchangeable arrays and finitely exchangeable sequences. We then derive sharp bounds on the total variation distance between distributions of finitely and infinitely…

Statistics Theory · Mathematics 2016-02-25 Alexander Volfovsky , Edoardo Airoldi

Exchangeability is a fundamental concept in probability theory and statistics. It allows to model situations where the order of observations does not matter. The classical de Finetti's theorem provides a representation of infinitely…

Quantum Physics · Physics 2025-12-30 Alessio Benavoli , Alessandro Facchini , Marco Zaffalon

We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We prove…

Probability · Mathematics 2008-01-09 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

A classic and fundamental result about the decomposition of random sequences into a mixture of simpler ones is de Finetti's Theorem. In its original form it applies to infinite 0-1 valued exchangeable sequences. Later it was extended and…

Probability · Mathematics 2021-11-16 Andras Farago

Using relative entropy, we derive bounds on the time rate of change of geometric entanglement entropy for any relativistic quantum field theory in any dimension. The bounds apply to both mixed and pure states, and may be extended to curved…

High Energy Physics - Theory · Physics 2014-12-10 Steven G. Avery , Miguel F. Paulos

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

De Finetti's theorem, also called the de Finetti-Hewitt-Savage theorem, is a foundational result in probability and statistics. Roughly, it says that an infinite sequence of exchangeable random variables can always be written as a mixture…

Statistics Theory · Mathematics 2023-11-29 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

The de Finetti theorem and its extensions concern the structure of multipartite probability distributions with certain symmetry properties, the paradigmatic original example being permutation symmetry. These theorems assert that such…

High Energy Physics - Theory · Physics 2017-10-11 Javier M. Magan

We prove various finite de Finetti theorems for non-commutative distributions which are invariant under the free easy quantum group actions. This complements the free de Finetti theorems by Banica, Curran and Speicher, which mostly focus on…

Operator Algebras · Mathematics 2026-02-13 Jianquan Wang

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

The quantum relative entropy is frequently used as a distance, or distinguishability measure between two quantum states. In this paper we study the relation between this measure and a number of other measures used for that purpose,…

Quantum Physics · Physics 2009-11-11 K. M. R. Audenaert , J. Eisert
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