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We consider the problem of causal inference based on observational data (or the related missing data problem) with a binary or discrete treatment variable. In that context, we study inference for the counterfactual density functions and…

Methodology · Statistics 2024-12-13 Daeyoung Ham , Ted Westling , Charles R. Doss

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson

A random variable Z will be called self-inverse if it has the same distribution as its reciprocal 1/Z. It is shown that if Z is defined as a ratio, X/Y, of two rv's X and Y (with Pr[X=0]=Pr[Y=0]=0), then Z is self-inverse if and only if X…

Methodology · Statistics 2016-11-18 Theophilos Cacoullos , Nickos Papadatos

We show that there is equality in Shannon's Entropy Power Inequality (EPI) if and only if the random variables involved are Gaussian, assuming nothing beyond the existence of differential entropies. This is done by justifying de Bruijn's…

Probability · Mathematics 2025-09-30 Lampros Gavalakis , Ioannis Kontoyiannis

In this paper we characterize the validity of the Hardy-type inequality \begin{equation*} \left\|\left\|\int_s^{\infty}h(z)dz\right\|_{p,u,(0,t)}\right\|_{q,w,\infty}\leq c \,\|h\|_{1,v,\infty} \end{equation*} where $0<p< \infty$, $0<q\leq…

Classical Analysis and ODEs · Mathematics 2013-02-15 Amiran Gogatishvili , Rza Chingiz Mustafayev , Lars-Erik Persson

We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their R\'enyi entropies. In particular, this pertains to the recent results by…

Probability · Mathematics 2025-01-28 Giorgos Chasapis , Salil Singh , Tomasz Tkocz

Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…

Probability · Mathematics 2019-03-20 Adrien Saumard

This paper is concerned with certain invariant random processes (called factors of IID) on infinite trees. Given such a process, one can assign entropies to different finite subgraphs of the tree. There are linear inequalities between these…

Probability · Mathematics 2017-11-27 Ágnes Backhausz , Balázs Gerencsér , Viktor Harangi

We prove a new inequality which improves on the classical Hardy inequality in the sense that a nonlinear integral quantity with super-quadratic growth, which is computed with respect to an inverse square weight, is controlled by the energy.…

Analysis of PDEs · Mathematics 2010-10-29 Manuel Del Pino , Jean Dolbeault , Stathis Filippas , Achiles Tertikas

There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the…

Methodology · Statistics 2024-02-05 Roland A. Matsouaka , Yi Liu , Yunji Zhou

Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The…

Information Theory · Computer Science 2020-02-07 Mokshay Madiman , Ioannis Kontoyiannis

This paper presents an analysis of the stochastic recursion $W_{i+1} = [V_iW_i+Y_i]^+$ that can be interpreted as an autoregressive process of order 1, reflected at 0. We start our exposition by a discussion of the model's stability…

Probability · Mathematics 2020-03-03 Onno Boxma , Andreas Löpker , Michel Mandjes , Zbigniew Palmowski

This paper introduces "swiveled Renyi entropies" as an alternative to the Renyi entropic quantities put forward in [Berta et al., Phys. Rev. A 91, 022333 (2015)]. What distinguishes the swiveled Renyi entropies from the prior proposal of…

Quantum Physics · Physics 2016-03-22 Frédéric Dupuis , Mark M. Wilde

The relative entropy is a principal measure of distinguishability in quantum information theory, with its most important property being that it is non-increasing with respect to noisy quantum operations. Here, we establish a remainder term…

Quantum Physics · Physics 2015-08-31 Mario Berta , Marius Lemm , Mark M. Wilde

We establish a reverse inequality for Tsallis relative operator entropy involving a positive linear map. In addition, we present converse of Ando's inequality, for each parameter. We give examples to compare our results with the known…

Functional Analysis · Mathematics 2018-11-16 H. R. Moradi , S. Furuichi

We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…

Metric Geometry · Mathematics 2022-10-03 Dario Cordero-Erausquin , Liran Rotem

We offer a new point of view on the (Modified) Log-Sobolev inequality and lower bounds on the Ricci-curvature in the setting where the dynamics are obtained as the limit of Markov processes. In this setting, the large deviation rate…

Probability · Mathematics 2016-10-03 Richard C. Kraaij

Relative to the Gaussian measure on $\mathbb{R}^d$, entropy and Fisher information are famously related via Gross' logarithmic Sobolev inequality (LSI). These same functionals also separately satisfy convolution inequalities, as proved by…

Information Theory · Computer Science 2016-08-22 Thomas A. Courtade

We compare an entropy estimator $H_z$ recently discussed in [10] with two estimators $H_1$ and $H_2$ introduced in [6][7]. We prove the identity $H_z \equiv H_1$, which has not been taken into account in [10]. Then, we prove that the…

Data Analysis, Statistics and Probability · Physics 2015-10-23 Thomas Schürmann

We prove that the quantum relative entropy decreases monotonically under the application of any positive trace-preserving linear map, for underlying separable Hilbert spaces. This answers in the affirmative a natural question that has been…

Quantum Physics · Physics 2017-04-21 Alexander Müller-Hermes , David Reeb
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