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We prove that the $f$-divergences between univariate Cauchy distributions are all symmetric, and can be expressed as strictly increasing scalar functions of the symmetric chi-squared divergence. We report the corresponding scalar functions…

Information Theory · Computer Science 2022-12-26 Frank Nielsen , Kazuki Okamura

The purpose of this paper is to establish several necessary and sufficient conditions to ensure the validity of a general functional inequality in terms of generalized quasi-arithmetic means. In particular cases, we consider H\"older-,…

Classical Analysis and ODEs · Mathematics 2025-11-10 Zsolt Páles , Paweł Pasteczka

Divergence measures play a central role and become increasingly essential in deep learning, yet efficient measures for multiple (more than two) distributions are rarely explored. This becomes particularly crucial in areas where the…

Machine Learning · Computer Science 2024-06-07 Mingfei Lu , Chenxu Li , Shujian Yu , Robert Jenssen , Badong Chen

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

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

Probability · Mathematics 2007-05-23 Mathew D. Penrose

The Gaussian correlation inequality (GCI) for symmetrical n-rectangles is improved if the absolute components have a joint cumulative distribution (cdf) which is MTP2 (multivariate totally positive of order 2). Inequalities of the here…

Statistics Theory · Mathematics 2024-08-26 Thomas Royen

We propose a measure of divergence of probability distributions for quantifying the dissimilarity of two chaotic attractors. This measure is defined in terms of a generalized entropy. We illustrate our procedure by considering the effect of…

Chaotic Dynamics · Physics 2009-10-31 Luis Diambra

This paper investigates the relationship between various measure-theoretic properties of U-statistics with fixed sample size $N$ and the same properties of their kernels. Specifically, the random variables are replaced with elements in some…

Classical Analysis and ODEs · Mathematics 2015-07-15 Irina Navrotskaya

In this paper, the concept of the classical $f$-divergence for a pair of measures is extended to the mixed $f$-divergence for multiple pairs of measures. The mixed $f$-divergence provides a way to measure the difference between multiple…

Probability · Mathematics 2016-06-29 Elisabeth M. Werner , Deping Ye

The Gini index signals only the dispersion of the distribution and is not very sensitive to income differences at the tails of the distribution. The widely used index of inequality can be adjusted to also measure distributional asymmetry by…

Econometrics · Economics 2022-09-15 Mario Schlemmer

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq…

Probability · Mathematics 2013-01-30 Adrian P. C. Lim , Dejun Luo

We perform a detailed classification of the Lie point symmetries and of the resulting similarity transformations for the Generalized Boiti-Leon-Pempinelli equations. The latter equations for a system of two nonlinear 1+2 partial…

Exactly Solvable and Integrable Systems · Physics 2020-08-11 K. Krishnakumar , A. Durga Devi , A. Paliathanasis

Gauges, or convex distance functions are, roughly speaking, norms without symmetry. In this paper we intend to quantify how asymmetric a planar gauge can be. We introduce asymmetry measures for smooth gauges and for strictly convex gauges,…

Metric Geometry · Mathematics 2019-01-25 Vitor Balestro , Horst Martini , Ralph Teixeira

Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…

Information Theory · Computer Science 2022-11-11 Tomohiro Nishiyama

Metrics on Grassmannians have a wide array of applications: machine learning, wireless communication, computer vision, etc. But the available distances between subspaces of distinct dimensions present problems, and the dimensional asymmetry…

Algebraic Geometry · Mathematics 2022-08-11 André L. G. Mandolesi

Asymmetric systematic errors arise when there is a non-linear dependence of a result on a nuisance parameter. Their combination is traditionally done by adding positive and negative deviations separately in quadrature. There is no sound…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Roger Barlow

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

Two quantities quantifying uncertainty relations are examined. In J.Math.Phys. 48, 082103 (2007), Busch and Pearson investigated the limitation on joint localizability and joint measurement of position and momentum by introducing overall…

Quantum Physics · Physics 2011-08-18 Takayuki Miyadera

In this contribution we discuss the role disordered (or random) systems have played in the study of non-Gibbsian measures. This role has two main aspects, the distinction between which has not always been fully clear: 1) {\em From}…

Mathematical Physics · Physics 2015-06-26 A. C. D. van Enter , C. Kuelske

We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…

Probability · Mathematics 2022-11-04 Renato Pelessoni , Paolo Vicig