Related papers: Finite Free Information Inequalities
We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. The Fisher information approach to these inverse problems…
We establish lower bounds on the volume and the surface area of a geometric body using the size of its slices along different directions. In the first part of the paper, we derive volume bounds for convex bodies using generalized…
An information theory description of finite systems explicitly evolving in time is presented. We impose a MaxEnt variational principle on the Shannon entropy at a given time while the constraints are set at a former time. The resulting…
In this note we prove certain inequalities for mixed discriminants of positive semi-definite matrices, and mixed volumes of compact convex sets in n-dimensions. Moreover, we discuss how the latter are related to the monotonicity of an…
The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…
How can the information that a set ${X_{1},...,X_{n}}$ of random variables contains about another random variable $S$ be decomposed? To what extent do different subgroups provide the same, i.e. shared or redundant, information, carry unique…
Kopparty and Wang studied in [3] the relation between the roots of a univariate polhynomial over GF(q) and the zero-nonzero pattern of its coefficients. We generalize their results to polynomials in more variables.
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…
Using a one-dimensional macromolecule in aqueous solution as an illustration, we demonstrate that the relative entropy from information theory, $\sum_k p_k\ln(p_k/p_k^*)$, has a natural role in the energetics of equilibrium and…
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…
This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
The prequel to this work [Ng et al., Phys. Rev. A 93, 042121 (2016)] proposes the method of spectral photon counting to enhance noise spectroscopy with an optical interferometer. While the predicted enhancement over homodyne detection is…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
Known entropy bounds, and the Generalized Second Law, were recently shown to imply bounds on the information arriving at future null infinity. We complete this derivation by including the contribution from gravitons. We test the bounds in…
In this paper we introduce a new approach and obtain new results for the problem of studying polynomial images of affine subspaces of finite fields. We improve and generalise several previous known results, and also extend the range of such…
The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…
We formulate the planar `large N limit' of matrix models with a continuously infinite number of matrices directly in terms of U(N) invariant variables. Non-commutative probability theory, is found to be a good language to describe this…
The de Bruijn identity states that Fisher information is equal to a half of the time-derivative of Shannon differential entropy along heat flow. In the same spirit, a generalized version of Fisher information, which we term the…
We extend the result of Ball and Nguyen on the jump of entropy under convolution for logconcave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality…