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There is a growing need for the ability to analyse interval-valued data. However, existing descriptive frameworks to achieve this ignore the process by which interval-valued data are typically constructed; namely by the aggregation of…

Methodology · Statistics 2019-03-08 Xin Zhang , Boris Beranger , Scott A. Sisson

We develop two surprising new results regarding the use of proper scoring rules for evaluating the predictive quality of two alternative sequential forecast distributions. Both of the proponents prefer to be awarded a score derived from the…

Probability · Mathematics 2019-09-17 Frank Lad , Giuseppe Sanfilippo

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

One way to test quantum gravitational corrections is through black hole physics. In this paper, We investigate the scales at which quantum gravitational corrections can be detected in a black hole using information theory. This is done by…

Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

Statistics Theory · Mathematics 2026-02-03 Sebastian Engelke , Philippe Naveau , Chen Zhou

In this paper we propose a Bayesian, information theoretic approach to dimensionality reduction. The approach is formulated as a variational principle on mutual information, and seamlessly addresses the notions of sufficiency, relevance,…

Data Analysis, Statistics and Probability · Physics 2007-05-23 David R. Wolf , Edward I. George

A novel type of a multiscale approach, called Relative Resolution (RelRes), can correctly retrieve the behavior of various nonpolar liquids, whilst speeding up molecular simulations by almost an order of magnitude. In this approach in a…

Statistical Mechanics · Physics 2024-03-15 Mark Chaimovich , Aviel Chaimovich

Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Variational Inference (VI) is a popular alternative to asymptotically exact sampling in Bayesian inference. Its main workhorse is optimization over a reverse Kullback-Leibler divergence (RKL), which typically underestimates the tail of the…

Machine Learning · Statistics 2021-07-01 Ghassen Jerfel , Serena Wang , Clara Fannjiang , Katherine A. Heller , Yian Ma , Michael I. Jordan

This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. A new…

Methodology · Statistics 2017-04-11 Hamza Dhaker , Papa Ngom , Malick Mbodj

Kullback--Leibler (KL) divergence is a fundamental measure of the dissimilarity between two probability distributions, but it can become unstable in high-dimensional settings due to its sensitivity to mismatches in distributional support.…

Information Theory · Computer Science 2025-02-03 Yifeng Peng , Dantong Li , Xinyi Li , Zhiding Liang , Yongshan Ding , Ying Wang

This paper presents an information-theoretic approach for model reduction for finite time simulation. Although system models are typically used for simulation over a finite time, most of the metrics (and pseudo-metrics) used for model…

Systems and Control · Electrical Eng. & Systems 2021-11-25 Punit Tulpule , Umesh Vaidya

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The paper considers a new quantitative-qualitative proximity measure for the features of information objects, where data enters a common information resource from several sources independently. The goal is to determine the possibility of…

Artificial Intelligence · Computer Science 2026-04-08 Volodymyr Yuzefovych

This work explores connections between the quantum relative entropy of two faithful states $\rho,\sigma$ (i.e. full-rank density matrices) and the Kullback-Leibler divergences of classical measures $\mu,\nu$. Here, $\mu$ and $\nu$ are…

Quantum information quantities, such as mutual information and entropies, are essential for characterizing quantum systems and protocols in quantum information science. In this contribution, we identify types of information measures based…

Quantum Physics · Physics 2025-10-21 Christopher Popp , Tobias C. Sutter , Beatrix C. Hiesmayr

The problem of filtering information from large correlation matrices is of great importance in many applications. We have recently proposed the use of the Kullback-Leibler distance to measure the performance of filtering algorithms in…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Tumminello , F. Lillo , R. N. Mantegna

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

This paper investigates the accuracy of generative models and the impact of knowledge transfer on their generation precision. Specifically, we examine a generative model for a target task, fine-tuned using a pre-trained model from a source…

Machine Learning · Statistics 2025-06-03 Xinyu Tian , Xiaotong Shen

The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Other Computer Science · Computer Science 2025-05-06 William Cook