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The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value, and the extension of that inequality which is given here neither requires the independence of the…

Probability · Mathematics 2015-10-06 J. Michael Steele

When two independent analog signals, X and Y are added together giving Z=X+Y, the entropy of Z, H(Z), is not a simple function of the entropies H(X) and H(Y), but rather depends on the details of X and Y's distributions. Nevertheless, the…

Quantum Physics · Physics 2014-02-21 Robert Koenig , Graeme Smith

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

We establish a symmetry in a variety of integrable stochastic systems: Certain multi-point distributions of natural observables are unchanged under a shift of a subset of observation points. The property holds for stochastic vertex models,…

Probability · Mathematics 2022-02-02 Alexei Borodin , Vadim Gorin , Michael Wheeler

We prove a strong Symmetry of Information relation for random strings (in the sense of Kolmogorov complexity) and establish tight bounds on the amount on nonuniformity that is necessary for extracting a string with randomness rate 1 from a…

Computational Complexity · Computer Science 2011-03-30 Marius Zimand

We prove several trace inequalities that extend the Araki Lieb Thirring (ALT) inequality, Golden Thompson (GT) inequality and logarithmic trace inequality to arbitrary many tensors. Our approaches rely on complex interpolation theory as…

Mathematical Physics · Physics 2023-09-26 Shih Yu Chang

The Bell inequalities in three and four correlations are re-derived in general forms showing that three and four data sets, respectively, identically satisfy them regardless of whether they are random, deterministic, measured, predicted, or…

Quantum Physics · Physics 2020-06-24 Louis Sica

Let $X,Y$ be jointly Gaussian vectors, and consider random variables $U,V$ that satisfy the Markov constraint $U-X-Y-V$. We prove an extremal inequality relating the mutual informations between all ${4 \choose 2}$ pairs of random variables…

Information Theory · Computer Science 2014-04-29 Thomas Courtade , Jiantao Jiao

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Leggett formulated an inequality which seems to generalize the Bell theorem to non-local hidden variable theories. Leggett inequality is violated by quantum mechanics, as was confirmed by experiment. However, a careful analysis reveals that…

Quantum Physics · Physics 2011-04-12 A. Di Lorenzo

Derivation and experimental violation of Bell-like inequalities involve the measurement of in-compatible observables. Simple complementarity forbids the existence of such joint probabilitydistribution. Moreover, the measurement of…

Quantum Physics · Physics 2020-06-18 Elisa Masa , Laura Ares , Alfredo Luis

Integrated Gradients (IG), one of the most popular explainability methods available, still remains ambiguous in the selection of baseline, which may seriously impair the credibility of the explanations. This study proposes a new uniform…

Machine Learning · Computer Science 2022-04-13 Hanxiao Tan

We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…

Probability · Mathematics 2015-03-31 Alexander M. G. Cox , Jan Obłój

We consider the problem of recovering a subhypergraph based on an observed adjacency tensor corresponding to a uniform hypergraph. The uniform hypergraph is assumed to contain a subset of vertices called as subhypergraph. The edges…

Information Theory · Computer Science 2021-05-07 Mingao Yuan , Zuofeng Shang

It is well known that there is a strong connection between entropy inequalities and submodularity, since the entropy of a collection of random variables is a submodular function. Unifying frameworks for information inequalities arising from…

Information Theory · Computer Science 2026-01-23 Gunank Jakhar , Gowtham R. Kurri , Suryajith Chillara , Vinod M. Prabhakaran

Information bottleneck (IB) is a technique for extracting information in one random variable $X$ that is relevant for predicting another random variable $Y$. IB works by encoding $X$ in a compressed "bottleneck" random variable $M$ from…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey , David H. Wolpert

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Markov's inequality. It states that a non-negative…

Statistics Theory · Mathematics 2025-02-25 Wouter M. Koolen , Muriel Felipe Pérez-Ortiz , Tyron Lardy

Bradley-Terry-Luce (BTL) model estimation is a well-established strategy to rank a collection of items given a dataset of pairwise comparisons. Although the theoretical performance of BTL estimation methods, such as spectral and maximum…

Machine Learning · Computer Science 2026-05-25 Dongmin Lee , Anuran Makur , Japneet Singh

A common theme underlying many problems in statistics and economics involves the determination of a systematic method of selecting a joint distribution consistent with a specified list of categorical marginals, some of which have an ordinal…

Theoretical Economics · Economics 2025-10-08 Christopher P. Chambers , Yusufcan Masatlioglu , Ruodu Wang