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The extropy is a measure of information introduced by Lad et al. (2015) as dual to entropy. As the entropy, it is a shift-independent information measure. We introduce here the notion of weighted extropy, a shift-dependent information…

Statistics Theory · Mathematics 2020-08-19 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann-Gibbs-Shannon and Fisher information measures.…

Statistical Mechanics · Physics 2009-11-10 P. Ván

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

We investigate the concept of entropy in probabilistic theories more general than quantum mechanics, with particular reference to the notion of information causality recently proposed by Pawlowski et. al. (arXiv:0905.2992). We consider two…

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…

Probability · Mathematics 2020-02-25 Matthieu Fradelizi , Jiange Li , Mokshay Madiman

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Statistics Theory · Mathematics 2016-11-24 Dave Zachariah , Petre Stoica

In mathematics information is a number that measures uncertainty (entropy) based on a probabilistic distribution, often of an obscure origin. In real life language information is a datum, a statement, more precisely, a formula. But such a…

Artificial Intelligence · Computer Science 2022-05-17 Anatol Slissenko

Informational dependence between statistical or quantum subsystems can be described with Fisher matrix or Fubini-Study metric obtained from variations of the sample/configuration space coordinates. Using these non-covariant objects as…

High Energy Physics - Theory · Physics 2019-01-30 Vitaly Vanchurin

When we extract information from a system by performing a quantum measurement, the state of the system is disturbed due to the backaction of the measurement. Numerous studies have been performed to quantitatively formulate tradeoff…

Quantum Physics · Physics 2016-04-06 Tomohiro Shitara , Yui Kuramochi , Masahito Ueda

We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian…

Mathematical Physics · Physics 2019-07-24 Steven Gassner , Carlo Cafaro

Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic…

Probability · Mathematics 2020-12-07 Daniel Lacker , Lane Chun Yeung

The net Fisher information measure, defined as the product of position and momentum Fisher information measures and derived from the non-relativistic Hartree-Fock wave functions for atoms with Z=1-102, is found to correlate well with the…

Quantum Physics · Physics 2015-06-26 K. D. Sen , C. P. Panos , K. Ch. Chatzisavvas , Ch. C. Moustakidis

We define a mixed topology on the fiber space $\cup_\mu \oplus^n L^n(\mu)$ over the space $\mathcal{M}(\Omega)$ of all finite non-negative measures $\mu$ on a separable metric space $\Omega$ provided with Borel $\sigma$-algebra. We define a…

Statistics Theory · Mathematics 2016-01-26 Hông Vân Lê

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

The main aim of this article is to give an exposition of weak convergence, Prohorov theorem and Prohorov spaces. In this context we study the relationship between Levy distance $\ell(F, G)$ between two distribution functions $F$ and $G$ and…

Probability · Mathematics 2021-01-07 R. P. Pakshirajan , M. Sreehari

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

Probability · Mathematics 2021-01-28 Patrick Cattiaux , Arnaud Guillin

Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…

Probability · Mathematics 2016-02-09 Jesse Aaron Zinn

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker
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