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KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence…

Machine Learning · Statistics 2019-10-28 Puning Zhao , Lifeng Lai

This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data. We first establish uniform convergence rates for dyadic KDE. Secondly, we propose a modified jackknife…

Econometrics · Economics 2022-05-16 Harold D. Chiang , Bing Yang Tan

Kullback-Leibler relative-entropy has unique properties in cases involving distributions resulting from relative-entropy minimization. Tsallis relative-entropy is a one parameter generalization of Kullback-Leibler relative-entropy in the…

Mathematical Physics · Physics 2009-11-11 Ambedkar Dukkipati , M. Narasimha Murty , Shalabh Bhatnagar

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Cand\`es and Tao's approach, we propose an $\ell_1$-minimization…

Statistics Theory · Mathematics 2009-05-07 Karine Bertin , Erwan Le Pennec , Vincent Rivoirard

Categorical compositional distributional model of Coecke et al. (2010) suggests a way to combine grammatical composition of the formal, type logical models with the corpus based, empirical word representations of distributional semantics.…

Computation and Language · Computer Science 2015-10-15 Esma Balkir , Mehrnoosh Sadrzadeh , Bob Coecke

Bayesian networks (BNs) are a foundational model in machine learning and causal inference. Their graphical structure can handle high-dimensional problems, divide them into a sparse collection of smaller ones, underlies Judea Pearl's…

Artificial Intelligence · Computer Science 2024-01-17 Marco Scutari

In this paper, we present some results on information, complexity and entropy as defined below and we discuss their relations with the Kolmogorov-Sinai entropy which is the most important invariant of a dynamical system. These results have…

Dynamical Systems · Mathematics 2019-08-17 Vieri Benci , Claudio Bonanno , Stefano Galatolo , Giulia Menconi , Federico Ponchio

The relative $\alpha$-entropy is the R\'enyi analog of relative entropy and arises prominently in information-theoretic problems. Recent information geometric investigations on this quantity have enabled the generalization of the…

Information Theory · Computer Science 2020-02-13 Kumar Vijay Mishra , M. Ashok Kumar

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2020-11-18 Yixiang Mao

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…

Statistical Mechanics · Physics 2007-05-23 Constantino Tsallis

This work explores connections between the quantum relative entropy of two faithful states $\rho,\sigma$ (i.e. full-rank density matrices) and the Kullback-Leibler divergences of classical measures $\mu,\nu$. Here, $\mu$ and $\nu$ are…

We study the problem of closeness testing for continuous distributions and its implications for causal discovery. Specifically, we analyze the sample complexity of distinguishing whether two multidimensional continuous distributions are…

Machine Learning · Computer Science 2025-03-11 Fateme Jamshidi , Sina Akbari , Negar Kiyavash

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (KL) information which is a powerful mean…

Computation · Statistics 2011-06-10 Morteza Amini , M. Mehdizadeh , N. R. Arghami

Let $Q$ be a relatively compact subset in a Hilbert space $V$. For a given $\e>0$ let $N(\e,Q)$ be the minimal number of linear measurements, sufficient to reconstruct any $x \in Q$ with the accuracy $\e$. We call $N(\e,Q)$ a sampling…

Classical Analysis and ODEs · Mathematics 2013-08-14 D. Batenkov , O. Friedland , Y. Yomdin

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…

Chaotic Dynamics · Physics 2009-11-10 Milan Rajkovic

In order to find out the limiting speed of solving a specific problem using computer, this essay provides a method based on information entropy. The relationship between the minimum computational complexity and information entropy change is…

Computational Complexity · Computer Science 2012-03-09 Xue Wu

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao
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