Related papers: Reweighted information inequalities
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
We examine a family of intrinsic performance measures in terms of probability distributions that generalize Hellinger distance and Fisher information. They are applied to quantum metrology to assess the uncertainty in the detection of…
Brascamp--Lieb-type, weighted Poincar\'{e}-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $\kappa$-concave probability measures (in the hierarchy of convex measures). In analogy…
This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…
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…
We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…
This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…
In this paper, we use the semi-group method and an adaptation of the $L^2-$method of H\"ormander to establish some $\Phi-$entropy inequalities and asymmetric covariance estimates for the strictly convex measures in $\mathbb R^n$. These…
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…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…
The quantum Fisher information (QFI) is a fundamental quantity of interest in many areas from quantum metrology to quantum information theory. It can in particular be used as a witness to establish the degree of multi-particle entanglement…
Equilibrium properties in statistical physics are obtained by computing averages with respect to Boltzmann-Gibbs measures, sampled in practice using ergodic dynamics such as the Langevin dynamics. Some quantities however cannot be computed…
High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…
Using a discrete Bakry-{\'E}mery method based on the JKO scheme, relying on the dissipation of entropy and Fisher information along a discrete flow, we establish new generalized logarithmic Sobolev inequality for log-concave measures of the…
Reshef et al. recently proposed a new statistical measure, the "maximal information coefficient" (MIC), for quantifying arbitrary dependencies between pairs of stochastic quantities. MIC is based on mutual information, a fundamental…
Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…
Postselected weak measurement has shown significant potential for detecting small physical effects due to its unique weak-value-amplification phenomenon. Previous works suggest that Heisenberg-limit precision can be attained using only the…
We show that using the most parsimonious version of Frieden and Soffer's extreme information principle (EPI) with a Fisher measure constructed with escort probabilities, the concomitant solutions obey a type of Naudts' duality for…