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Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…

Combinatorics · Mathematics 2013-03-20 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises R\'enyi entropy of order infinity under fixed variance, among all discrete log-concave random variables…

Probability · Mathematics 2023-05-09 Jacek Jakimiuk , Daniel Murawski , Piotr Nayar , Semen Słobodianiuk

We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for…

Probability · Mathematics 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

We extend the exponential formula by Bender and Canfield (1996), which relates log-concavity and the cycle index polynomials. The extension clarifies the log-convexity relation. The proof is by noticing the property of a compound Poisson…

Combinatorics · Mathematics 2017-07-31 Muneya Matsui

Jakimiuk et al. (2024) have proved that, if $X$ is an ultra log-concave random variable with integral mean, then $$\max_n \mathbb{P}\{X=n\} \geq \max_n \mathbb{P} \{Z=n\}\,,$$ where $Z$ is a Poisson random variable with the parameter…

Probability · Mathematics 2025-03-03 Heshan Aravinda

On a compact group the Haar probability measure plays the role of uniform distribution. The entropy and rate distortion theory for this uniform distribution is studied. New results and simplified proofs on convergence of convolutions on…

Information Theory · Computer Science 2010-05-27 Peter Harremoes

We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…

Probability · Mathematics 2018-07-10 Bo'az Klartag , Joseph Lehec

We construct a transport map from Poisson point processes onto ultra-log-concave measures over the natural numbers, and show that this map is a contraction. Our approach overcomes the known obstacles to transferring functional inequalities…

Probability · Mathematics 2025-02-07 Pablo López-Rivera , Yair Shenfeld

An "entropy increasing to the maximum" result analogous to the entropic central limit theorem (Barron 1986; Artstein et al. 2004) is obtained in the discrete setting. This involves the thinning operation and a Poisson limit. Monotonic…

Information Theory · Computer Science 2009-11-18 Yaming Yu

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

Computation · Statistics 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan

It is a basic property of the entropy in statistical physics that is concave as a function of energy. The analog of this in representation theory would be the concavity of the logarithm of the multiplicity of an irreducible representation…

Representation Theory · Mathematics 2007-05-23 Andrei Okounkov

We show that Shannon's entropy--power inequality admits a strengthened version in the case in which the densities are log-concave. In such a case, in fact, one can extend the Blachman--Stam argument to obtain a sharp inequality for the…

Information Theory · Computer Science 2014-08-19 Giuseppe Toscani

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

Statistics Theory · Mathematics 2021-10-26 Kwangjun Ahn , Sinho Chewi

We consider the problem of computing the maximum likelihood multivariate log-concave distribution for a set of points. Specifically, we present an algorithm which, given $n$ points in $\mathbb{R}^d$ and an accuracy parameter $\epsilon>0$,…

Data Structures and Algorithms · Computer Science 2019-07-22 Brian Axelrod , Ilias Diakonikolas , Anastasios Sidiropoulos , Alistair Stewart , Gregory Valiant

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

Let $\bar{p}(n)$ denote the overpartition function. In this paper, we study the asymptotic higher order $\log$-concavity property of the overpatition function in a similar framework done by Hou and Zhang for the partition function. This…

Number Theory · Mathematics 2022-04-19 Gargi Mukherjee , Helen W. J. Zhang , Ying Zhong

We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…

Functional Analysis · Mathematics 2025-09-03 Bruno Costacèque-Cecchi , Laurent Decreusefond

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two characterizations. It is shown that the…

Statistics Theory · Mathematics 2023-04-17 Lutz Duembgen , Kaspar Rufibach

A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…

Machine Learning · Computer Science 2018-12-03 Rong Ge , Holden Lee , Andrej Risteski
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