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Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Information Theory · Computer Science 2022-01-25 Frank Nielsen

We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. We use a number of interesting categories related to probability theory. In particular, we consider a category FinStat where an object is a…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz

We present a systematic study of the reconstruction of a non-negative function via maximum entropy approach utilizing the information contained in a finite number of moments of the function. For testing the efficacy of the approach, we…

Mathematical Physics · Physics 2015-05-18 Parthapratim Biswas , Arun K. Bhattacharya

This paper considers reparameterization invariant Bayesian point estimates and credible regions of model parameters for scientific inference and communication. The effect of intrinsic loss function choice in Bayesian intrinsic estimates and…

Methodology · Statistics 2021-09-23 Aki Vehtari

We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergences between a joint distribution and the product distribution…

Statistics Theory · Mathematics 2015-08-20 Amor Keziou , Philippe Regnault

Construction methods for prior densities are investigated from a predictive viewpoint. Predictive densities for future observables are constructed by using observed data. The simultaneous distribution of future observables and observed data…

Statistics Theory · Mathematics 2021-05-27 Fumiyasu Komaki

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber's (1951)relative information and Jeffreys (1946) J-divergence, Information…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback-Leibler distance or relative entropy as a selection criterion. Yet that will raise…

Statistical Mechanics · Physics 2007-05-23 Chih-Yuan Tseng

The ability to identify reliably a positive or negative partial correlation between the expression levels of two genes is influenced by the number $p$ of genes, the number $n$ of analyzed samples, and the statistical properties of the…

Statistics Theory · Mathematics 2013-09-24 Maya Shevlyakova , Stephan Morgenthaler

We build a new class of generative algorithms capable of efficiently learning an arbitrary target distribution from possibly scarce, high-dimensional data and subsequently generate new samples. These generative algorithms are particle-based…

Machine Learning · Statistics 2024-08-29 Hyemin Gu , Panagiota Birmpa , Yannis Pantazis , Luc Rey-Bellet , Markos A. Katsoulakis

The entropy of an ergodic source is the limit of properly rescaled 1-block entropies of sources obtained applying successive non-sequential recursive pairs substitutions (see P. Grassberger 2002 ArXiv:physics/0207023 and D. Benedetto, E.…

Information Theory · Computer Science 2015-05-19 D. Benedetto , E. Caglioti , G. Cristadoro , M. Degli Esposti

Meta-analytic methods tend to take all-or-nothing approaches to study-level heterogeneity, assuming all studies are heterogeneous or homogeneous, leading to inefficiency and/or bias in estimation and inference. In this paper, we develop a…

Methodology · Statistics 2026-03-12 Elizabeth M. Davis , Emily C. Hector

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

In this paper, we study the properties of the weighted entropy generating function (WEGF). We also introduce the weighted residual entropy generating function (WREGF) and establish some characterization results based on its connections with…

Methodology · Statistics 2025-07-22 Smitha S. , Mary Andrewsa , Sudheesh K. Kattumannil

Quantum generative models use the intrinsic probabilistic nature of quantum mechanics to learn and reproduce complex probability distributions. In this paper, we present an implementation of a 3-qubit quantum circuit Born machine trained to…

Quantum Physics · Physics 2025-08-04 Soumyadip Sarkar

In this paper, we develop a relative cumulative residual information measure (RCRI) that aims to quantify the divergence between two survival functions. The dynamic relative cumulative residual information (DRCRI) measure is also…

Methodology · Statistics 2025-12-12 Mary Andrews , Smitha S , Sudheesh K. Kattumannil

Long sequences of successive direct (projective) measurements or observations of a few "uninteresting" physical quantities of a quantum system may reveal indirect, but precise and unambiguous information on the values of some very…

Mathematical Physics · Physics 2015-06-04 Miguel Ballesteros , Martin Fraas , Jürg Fröhlich , Baptiste Schubnel

The irreversibility of a stationary time series can be quantified using the Kullback-Leibler divergence (KLD) between the probability to observe the series and the probability to observe the time-reversed series. Moreover, this KLD is a…

Statistical Mechanics · Physics 2015-06-03 Édgar Roldán , Juan M. R. Parrondo

We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…

Methodology · Statistics 2020-09-22 Shouhao Zhou

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leibler (1951) relative information and Jeffreys (1951) J-divergence. Sibson (1969)…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja
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