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We consider the existence and uniqueness of a minimizer of the extremal problem for weighted combined energy between two concentric annuli and obtain that the extremal mapping is a certain radial mapping. Meanwhile, this in turn implies a…

Complex Variables · Mathematics 2024-01-19 Xiaogao Feng , Ruyue Tang , Ting Peng

The long-standing Gaussian product inequality (GPI) conjecture states that $E [\prod_{j=1}^{n}|X_j|^{\alpha_j}]\geq\prod_{j=1}^{n}E[|X_j|^{\alpha_j}]$ for any centered Gaussian random vector $(X_1,\dots,X_n)$ and any non-negative real…

Probability · Mathematics 2022-05-23 Oliver Russell , Wei Sun

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

Artificial intelligence models and methods commonly lack causal interpretability. Despite the advancements in interpretable machine learning (IML) methods, they frequently assign importance to features which lack causal influence on the…

Machine Learning · Computer Science 2024-01-29 Francisco Nunes Ferreira Quialheiro Simoes , Mehdi Dastani , Thijs van Ommen

This paper establishes the exact strong converse exponent of the soft covering problem in the classical setting. This exponent characterizes the slowest achievable convergence speed of the total variation to one when a code of rate below…

Information Theory · Computer Science 2026-04-01 Xingyi He , S. Sandeep Pradhan , Andreas Winter

Using known entropic and information inequalities new inequalities for some classical polynomials are obtained. Examples of Jacobi and Legendre polynomials are considered.

Mathematical Physics · Physics 2014-06-30 V. I. Man'ko , L. A. Markovich

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

We consider a network multicast example that relates the solvability of the multicast problem with the existence of an entropy function. As a result, we provide an alternative approach to the proving of the insufficiency of linear (and…

Information Theory · Computer Science 2007-07-13 Terence Chan , Alex Grant

Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…

Probability · Mathematics 2019-11-14 Amanda Turner , John Whitehead

The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…

Optimization and Control · Mathematics 2013-01-22 Charalambos D. Charalambous , Ioannis Tzortzis , Sergey Loyka , Themistoklis Charalambous

We give a counterexample to the vector generalization of Costa's entropy power inequality (EPI) due to Liu, Liu, Poor and Shamai. In particular, the claimed inequality can fail if the matix-valued parameter in the convex combination does…

Information Theory · Computer Science 2017-04-21 Thomas A. Courtade , Guangyue Han , Yaochen Wu

Relative Fisher information, also known as score matching, is a recently introduced learning method for parameter estimation. Fundamental relations between relative entropy and score matching have been established in the literature for…

Information Theory · Computer Science 2025-04-29 Yirong Shen , Lu Gan , Cong Ling

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

Probability · Mathematics 2011-10-14 Daniel Hsu , Sham M. Kakade , Tong Zhang

We consider the following frustrated optimization problem: given a prior probability distribution $q$, find the distribution $p$ minimizing the relative entropy with respect to $q$ such that $\textrm{mean}(p)$ is fixed and large. We show…

Statistical Mechanics · Physics 2016-12-06 Matteo Smerlak

This paper introduces equal-image-size source partitioning, a new tool for analyzing channel and joint source-channel coding in a multi-terminal discrete memoryless channel environment. Equal-image-size source partitioning divides the…

Information Theory · Computer Science 2016-01-12 Eric Graves , Tan F. Wong

The problem of broadcasting a parallel Gaussian source over an additive white Gaussian noise broadcast channel under the mean-squared error distortion criterion is studied. A hybrid digital-analog coding strategy which combines source…

Information Theory · Computer Science 2015-03-18 Vinod M. Prabhakaran , Rohit Puri , Kannan Ramchandran

We establish an information inequality that is intimately connected to the evaluation of the sum rate given by Marton's inner bound for two receiver broadcast channels with a binary input alphabet. This generalizes a recent result where the…

Information Theory · Computer Science 2010-01-12 Chandra Nair , Zizhou Vincent Wang , Yanlin Geng

We prove that for any infinite-dimensional quantum channel the entropic disturbance (defined as difference between the $\chi$-quantity of a generalized ensemble and that of the image of the ensemble under the channel) is lower…

Quantum Physics · Physics 2018-01-17 M. E. Shirokov , A. S. Holevo
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