Related papers: Multivariate R\'enyi inaccuracy measures based on …
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like…
There are no universally accepted definitions of R\'enyi conditional entropy and R\'enyi mutual information, although motivated by different applications, several definitions have been proposed in the literature. In this paper, we consider…
Entanglement R\'enyi-$\alpha$ entropy is an entanglement measure. It generalizes the entanglement of formation, and they coincide when $\alpha$ tends to 1. We derive analytical lower and upper bounds for the entanglement R\'enyi-$\alpha$…
The R\'enyi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the latter. Motivated by this characterization, a…
A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…
We consider planning longitudinal covariate measurements in follow-up studies where covariates are time-varying. We assume that the entire cohort cannot be selected for longitudinal measurements due to financial limitations and study how a…
We explore a large class of correlation measures called the $\alpha-z$ R\'enyi mutual informations (RMIs). Unlike the commonly used notion of RMI involving linear combinations of R\'enyi entropies, the $\alpha-z$ RMIs are positive…
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…
The random variable simulation problem consists in using a $k$-dimensional i.i.d. random vector $X^{k}$ with distribution $P_{X}^{k}$ to simulate an $n$-dimensional i.i.d. random vector $Y^{n}$ so that its distribution is approximately…
A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the…
R\'enyi divergences play a pivotal role in information theory, statistics, and machine learning. While several estimators of these divergences have been proposed in the literature with their consistency properties established and minimax…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
In this paper, we study the approximation and estimation of $s$-concave densities via R\'enyi divergence. We first show that the approximation of a probability measure $Q$ by an $s$-concave densities exists and is unique via the procedure…
We explore the consequences of a set of axioms which extend Scarsini's axioms for bivariate measures of concordance to the multivariate case and exhibit the following results: (1) A method of extending measures of concordance from the…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…
Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…
Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives,…