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In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

数学物理 · 物理学 2013-01-18 J. -F. Bercher

This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…

数学物理 · 物理学 2012-06-05 J. -F. Bercher

The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. In this paper, we establish a number of simple inequalities for the weighted entropies…

信息论 · 计算机科学 2016-01-15 Yuri Suhov , Izabella Stuhl , Salimeh Yasaei Sekeh , Mark Kelbert

We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a…

信息论 · 计算机科学 2015-05-08 Y. Suhov , S. Yasaei Sekeh , I. Stuhl

This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of…

概率论 · 数学 2017-10-31 Mark Kelbert , Izabella Stuhl , Yuri Suhov

In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…

信息论 · 计算机科学 2016-02-01 Mark Kelbert , Yuri Suhov , Salimeh Yasaei Sekeh

We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…

信息论 · 计算机科学 2013-05-28 Jean-François Bercher

We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise…

概率论 · 数学 2010-08-17 Oliver Johnson , Christophe Vignat

The notion of weighted Renyi's entropy for truncated random variables has recently been proposed in the information-theoretic literature. In this paper, we introduce a generalized measure of it for double truncated distribution, namely…

统计理论 · 数学 2020-04-10 Shivangi Singh , Chanchal Kundu

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

信息论 · 计算机科学 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the…

信息论 · 计算机科学 2013-05-28 Jean-François Bercher

By using the Renyi entropy, and following the same scheme that in the Fisher-Renyi entropy product case, a generalized statistical complexity is defined. Several properties of it, including inequalities and lower and upper bounds are…

斑图形成与孤子 · 物理学 2009-01-14 E. Romera , R. Lopez-Ruiz , J. Sanudo , A. Nagy

The Renyi entropies constitute a family of information measures that generalizes the well-known Shannon entropy, inheriting many of its properties. They appear in the form of unconditional and conditional entropies, relative entropies or…

量子物理 · 物理学 2014-01-28 Martin Müller-Lennert , Frédéric Dupuis , Oleg Szehr , Serge Fehr , Marco Tomamichel

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

信息论 · 计算机科学 2024-05-07 Mokshay Madiman , Andrew Barron

The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…

统计理论 · 数学 2020-06-15 Siddhartha Chakraborty , Biswabrata Pradhan

We tighten the Entropy Power Inequality (EPI) when one of the random summands is Gaussian. Our strengthening is closely connected to the concept of strong data processing for Gaussian channels and generalizes the (vector extension of)…

信息论 · 计算机科学 2016-02-10 Thomas A. Courtade

The de Bruijn identity states that Fisher information is equal to a half of the time-derivative of Shannon differential entropy along heat flow. In the same spirit, a generalized version of Fisher information, which we term the…

信息论 · 计算机科学 2025-06-12 Hao Wu , Lei Yu

The Renyi entropy coprises a group of data estimates that sums up the well-known Shannon entropy, acquiring a considerable lot of its properties. It appears as unqualified and restrictive entropy, relative entropy, or common data, and has…

广义相对论与量子宇宙学 · 物理学 2023-02-01 H. R. Fazlollahi

In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…

数学物理 · 物理学 2013-02-26 J. -F. Bercher

We introduce a pair of transformations, which are mutually inverse, acting on rather general classes of probability densities in R. These transformations have the property of interchanging the main informational measures such as p-moments,…

数学物理 · 物理学 2025-03-19 Razvan Gabriel Iagar , David Puertas-Centeno
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