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Related papers: Reweighted information inequalities

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We investigate certain optimization problems for Shannon information measures, namely, minimization of joint and conditional entropies $H(X,Y)$, $H(X|Y)$, $H(Y|X)$, and maximization of mutual information $I(X;Y)$, over convex regions. When…

Information Theory · Computer Science 2013-12-31 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

We establish universal modified log-Sobolev inequalities for reversible Markov chains on the boolean lattice $\{0,1\}^n$, under the only assumption that the invariant law $\pi$ satisfies a form of negative dependence known as the stochastic…

Probability · Mathematics 2020-02-28 Jonathan Hermon , Justin Salez

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$ on $\R^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2…

Probability · Mathematics 2011-03-09 Alexander V. Kolesnikov

Our aim is to provide a short and self contained synthesis which generalise and unify various related and unrelated works involving what we call Phi-Sobolev functional inequalities. Such inequalities related to Phi-entropies can be seen in…

Probability · Mathematics 2021-11-30 Djalil Chafai

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and…

Information Theory · Computer Science 2023-03-27 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

Statistics Theory · Mathematics 2024-07-11 Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li , Ruoqi Shen , Matthew Zhang

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

For the task of sampling from a density $\pi \propto \exp(-V)$ on $\mathbb{R}^d$, where $V$ is possibly non-convex but $L$-gradient Lipschitz, we prove that averaged Langevin Monte Carlo outputs a sample with $\varepsilon$-relative Fisher…

Statistics Theory · Mathematics 2022-02-11 Krishnakumar Balasubramanian , Sinho Chewi , Murat A. Erdogdu , Adil Salim , Matthew Zhang

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

We study data processing inequalities that are derived from a certain class of generalized information measures, where a series of convex functions and multiplicative likelihood ratios are nested alternately. While these information…

Information Theory · Computer Science 2011-09-27 Neri Merhav

We prove two lower bounds for the complexity of non-log-concave sampling within the framework of Balasubramanian et al. (2022), who introduced the use of Fisher information (FI) bounds as a notion of approximate first-order stationarity in…

Machine Learning · Statistics 2022-10-07 Sinho Chewi , Patrik Gerber , Holden Lee , Chen Lu

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

Probability · Mathematics 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance. Although the Chernoff information was originally introduced for…

Information Theory · Computer Science 2022-10-04 Frank Nielsen

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

Probability · Mathematics 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec

We study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…

Probability · Mathematics 2010-05-28 Denis Feyel , A. Suleyman Ustunel

Postselection following weak measurements has long been investigated for its peculiar manifestation of quantum signatures. In particular, the postselected events can give rise to anomalous values lying outside the spectrum of the measured…

Quantum Physics · Physics 2019-09-04 Valeria Cimini , Ilaria Gianani , Fabrizio Piacentini , Ivo P. Degiovanni , Marco Barbieri

We establish a quantum version of the classical isoperimetric inequality relating the Fisher information and the entropy power of a quantum state. The key tool is a Fisher information inequality for a state which results from a certain…

Quantum Physics · Physics 2017-02-16 Stefan Huber , Robert Koenig , Anna Vershynina

We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…

Information Theory · Computer Science 2021-07-12 Leighton Pate Barnes , Ayfer Ozgur