相关论文: A stroll along the gamma
In this paper, we introduce new Stein identities for gamma target distribution as well as a new non-linear channel specifically designed for gamma inputs. From these two ingredients, we derive an explicit and simple formula for the…
We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary…
We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…
We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…
We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is $\mathrm{SO}(2,1)$ or $\mathrm{SO}(3,1)$ and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense…
We study a new class of time inhomogeneous P\'olya-type urn schemes and give optimal rates of convergence for the distribution of the properly scaled number of balls of a given color to nearly the full class of generalized gamma…
We apply rough-path theory to study the discrete-time gamma-hedging strategy. We show that if a trader knows that the market price of a set of European options will be given by a diffusive pricing model, then the discrete-time gamma-hedging…
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…
We present a real-time path-integral formulation of the quantum Fisher information for dynamical parameter estimation. For pure states undergoing unitary evolution, we show that the quantum Fisher information can be expressed as a connected…
A new computational framework for evaluation of the gamma function $\Gamma(z)$ over the complex plane is developed. The algorithm is based on interpolation by rational functions, and generalizes the classical methods of Lanczos…
The present work extends the randomized shortest-paths framework (RSP), interpolating between shortest-path and random-walk routing in a network, in three directions. First, it shows how to deal with equality constraints on a subset of…
We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta,…
Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…
While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…
Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…
In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…
We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…
A variation to the usual formulation of Grassmann representation path integrals is presented. Time-indexed anticommuting partners are introduced for each Grassmann coherent state variable and a general method for handling the effect of…
Statistics of classical Hamiltonian random walk of particle colliding with atoms of ideal gas is considered from viewpoint of earlier suggested exact pseudo-quantum path integral representation of the problem, and qualitative agreement is…