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This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

We introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions. We relate the associated discrepancies to various metrics…

Probability · Mathematics 2018-12-07 Max Fathi

The Renyi entropy with a free Renyi parameter $q$ is the most justified form of information entropy, and the Tsallis entropy may be regarded as a linear approximation to the Renyi entropy when $q\simeq 1$. When $q\to 1$, both entropies go…

Statistical Mechanics · Physics 2007-05-23 Andrei G. Bashkirov

We extend previous work on the perturbative expansion of the Renyi entropy, $S_q$, around $q=1$ for a spherical entangling surface in a general CFT. Applied to conformal scalar fields in various spacetime dimensions, the results appear to…

High Energy Physics - Theory · Physics 2015-06-22 Jeongseog Lee , Aitor Lewkowycz , Eric Perlmutter , Benjamin R. Safdi

The sample complexity of estimating or maximising an unknown function in a reproducing kernel Hilbert space is known to be linked to both the effective dimension and the information gain associated with the kernel. While the information…

Machine Learning · Statistics 2026-01-16 Hamish Flynn

We develop a quantum Monte Carlo procedure, in the valence bond basis, to measure the Renyi entanglement entropy of a many-body ground state as the expectation value of a unitary {\it Swap} operator acting on two copies of the system. An…

Strongly Correlated Electrons · Physics 2012-01-18 Matthew B. Hastings , Ivan Gonzalez , Ann B. Kallin , Roger G. Melko

Given two $q$-ary codes $C_1$ and $C_2$, the relative hull of $C_1$ with respect to $C_2$ is the intersection $C_1\cap C_2^\perp$. We prove that when $q>2$, the relative hull dimension can be repeatedly reduced by one, down to a certain…

Information Theory · Computer Science 2023-12-27 Sarah E. Anderson , Eduardo Camps-Moreno , Hiram H. López , Gretchen L. Matthews , Diego Ruano , Ivan Soprunov

This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…

Information Theory · Computer Science 2016-07-21 Eshed Ram , Igal Sason

We prove that the maximum of the sample importance weights in a high-dimensional Gaussian particle filter converges to unity unless the ensemble size grows exponentially in the system dimension. Our work is motivated by and parallels the…

Statistics Theory · Mathematics 2008-12-18 Peter Bickel , Bo Li , Thomas Bengtsson

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Probability · Mathematics 2020-02-06 Kurt Johansson , Gaultier Lambert

Upper and lower bounds are derived for the Gaussian mean width of the intersection of a convex hull of $M$ points with an Euclidean ball of a given radius. The upper bound holds for any collection of extreme point bounded in Euclidean norm.…

Statistics Theory · Mathematics 2017-09-28 Pierre C Bellec

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

Let $(M^m,g)$ be a m-dimensional complete Riemannian manifold which satisfies the n-Sobolev inequality and on which the volume growth is comparable to the one of $\R^n$ for big balls; if the Hodge Laplacian on 1-forms is strongly positive…

Differential Geometry · Mathematics 2013-04-11 Baptiste Devyver

Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…

Quantum Physics · Physics 2007-05-23 Karol Zyczkowski

Relative entropy is a measure of distinguishability for quantum states, and plays a central role in quantum information theory. The family of Renyi entropies generalizes to Renyi relative entropies that include as special cases most entropy…

High Energy Physics - Theory · Physics 2014-12-12 Nima Lashkari

For a class of density functions $q^n(x^n)$ on $\Bbb R^n$ we prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For any density function $p^n(x^n)$ on $\Bbb R^n$,…

Probability · Mathematics 2015-06-23 Katalin Marton

We consider a wavefunction of large $N$ matrices supported close to an emergent classical fuzzy sphere geometry. The $SU(N)$ Gauss law of the theory enforces correlations between the matrix degrees of freedom associated to a geometric…

High Energy Physics - Theory · Physics 2023-05-31 Alexander Frenkel , Sean A. Hartnoll

Is there a natural way to order data in dimension greater than one? The approach based on the notion of data depth, often associated with John Tukey, is among the most popular. Tukey's depth has found applications in robust statistics,…

Statistics Theory · Mathematics 2026-01-13 Stanislav Minsker , Yinan Shen

It has been proved that the sup-norm of the Radon transform of an arbitrary probability density on an origin-symmetric convex body of volume 1 is bounded from below by a positive constant depending only on the dimension. In this note we…

Functional Analysis · Mathematics 2020-10-20 Wyatt Gregory , Alexander Koldobsky

Gaussianization is a simple generative model that can be trained without backpropagation. It has shown compelling performance on low dimensional data. As the dimension increases, however, it has been observed that the convergence speed…

Machine Learning · Computer Science 2023-06-26 Felix Draxler , Lars Kühmichel , Armand Rousselot , Jens Müller , Christoph Schnörr , Ullrich Köthe
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