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相关论文: On the entropy and log-concavity of compound Poiss…

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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.…

组合数学 · 数学 2013-03-20 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We prove that the Poisson distribution maximises entropy in the class of ultra-log-concave distributions, extending a result of Harremo\"{e}s. The proof uses ideas concerning log-concavity, and a semigroup action involving adding Poisson…

概率论 · 数学 2010-08-17 Oliver Johnson

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…

信息论 · 计算机科学 2009-11-18 Yaming Yu

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…

概率论 · 数学 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

概率论 · 数学 2022-12-22 Jean Barbier , Dmitry Panchenko , Manuel Sáenz

We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive…

概率论 · 数学 2024-05-07 I. Kontoyiannis , M. Madiman

In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…

算子代数 · 数学 2019-05-10 Mingchu Gao

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

数学物理 · 物理学 2015-05-28 E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

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…

信息论 · 计算机科学 2010-10-21 Oliver Johnson , Yaming Yu

The Poisson log-normal model is a latent variable model that provides a generic framework for the analysis of multivariate count data. Inferring its parameters can be a daunting task since the conditional distribution of the latent…

统计计算 · 统计学 2026-05-19 Julien Stoehr , Stephane S. Robin

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…

概率论 · 数学 2023-05-09 Jacek Jakimiuk , Daniel Murawski , Piotr Nayar , Semen Słobodianiuk

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

机器学习 · 计算机科学 2016-07-13 Yuanzhi Li , Andrej Risteski

Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…

算子代数 · 数学 2017-12-19 Guimei An , Mingchu Gao

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

统计理论 · 数学 2010-11-29 V. Čekanavičius , P. Vellaisamy

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

概率论 · 数学 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

概率论 · 数学 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

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…

概率论 · 数学 2018-07-10 Bo'az Klartag , Joseph Lehec

We prove, using the Brascamp-Lieb inequality, that the Gaussian measure is the only strong log-concave measure having a strong log-concavity parameter equal to its covariance matrix. We also give a similar characterization of the Poisson…

概率论 · 数学 2019-05-09 Erwan Hillion , Oliver Johnson , Adrien Saumard

The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…

概率论 · 数学 2022-08-18 Ana-Maria Acu , Margareta Heilmann , Ioan Rasa , Andra Seserman

We examine the minimization of information entropy for measures on the phase space of bounded domains, subject to constraints that are averages of grand canonical distributions. We describe the set of all such constraints and show that it…

数学物理 · 物理学 2019-10-02 Stamatis Dostoglou , Alexander Hughes , Jianfei Xue
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