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相关论文: Tight Bounds on the R\'enyi Entropy via Majorizati…

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The R\'enyi and Shannon entropies are information-theoretic measures which have enabled to formulate the position-momentum uncertainty principle in a much more adequate and stringent way than the (variance-based) Heisenberg-like relation.…

量子物理 · 物理学 2013-05-24 Pablo Sánchez-Moreno , Steeve Zozor , Jesus S. Dehesa

This work provides data-processing and majorization inequalities for $f$-divergences, and it considers some of their applications to coding problems. This work also provides tight bounds on the R\'{e}nyi entropy of a function of a discrete…

信息论 · 计算机科学 2021-04-01 Igal Sason

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

信息论 · 计算机科学 2015-10-20 Igal Sason , Sergio Verdu

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

信息论 · 计算机科学 2017-05-01 Maciej Skorski

The entropy accumulation theorem, and its subsequent generalized version, is a powerful tool in the security analysis of many device-dependent and device-independent cryptography protocols. However, it has the drawback that the finite-size…

量子物理 · 物理学 2025-12-22 Amir Arqand , Thomas A. Hahn , Ernest Y. -Z. Tan

This study examines sharp bounds on Arimoto's conditional R\'enyi entropy of order $\beta$ with a fixed another one of distinct order $\alpha \neq \beta$. Arimoto inspired the relation between the R\'enyi entropy and the $\ell_{r}$-norm of…

信息论 · 计算机科学 2020-08-24 Yuta Sakai , Ken-ichi Iwata

This paper provides upper and lower bounds on the optimal guessing moments of a random variable taking values on a finite set when side information may be available. These moments quantify the number of guesses required for correctly…

信息论 · 计算机科学 2018-06-22 Igal Sason , Sergio Verdú

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

信息论 · 计算机科学 2008-12-18 Jean-François Bercher

Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…

量子物理 · 物理学 2023-07-19 Tongyang Li , Xiaodi Wu

R\'enyi entropy is a one-parameter generalization of Shannon entropy, which has been used in various fields of physics. Despite its wide applicability, the physical interpretations of the R\'enyi entropy are not widely known. In this paper,…

统计力学 · 物理学 2024-08-29 Misaki Ozawa , Nina Javerzat

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

投资组合管理 · 定量金融 2018-07-03 Nathan Lassance , Frédéric Vrins

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

信息论 · 计算机科学 2007-07-13 Joseph DeStefano , Erik Learned-Miller

Bounds on information combining are entropic inequalities that determine how the information, or entropy, of a set of random variables can change when they are combined in certain prescribed ways. Such bounds play an important role in…

信息论 · 计算机科学 2020-11-10 Christoph Hirche

Many axiomatic definitions of entropy, such as the R\'enyi entropy, of a random variable are closely related to the $\ell_{\alpha}$-norm of its probability distribution. This study considers probability distributions on finite sets, and…

信息论 · 计算机科学 2016-05-06 Yuta Sakai , Ken-ichi Iwata

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

We prove a tight uniform continuity bound for Arimoto's version of the conditional $\alpha$-R\'enyi entropy, for the range $\alpha \in [0, 1)$. This definition of the conditional R\'enyi entropy is the most natural one among the multiple…

信息论 · 计算机科学 2022-03-29 Michael G. Jabbour , Nilanjana Datta

We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…

概率论 · 数学 2026-03-05 James Melbourne , Tomasz Tkocz , Katarzyna Wyczesany

We leverage the Gibbs inequality and its natural generalization to R\'enyi entropies to derive closed-form parametric expressions of the optimal lower bounds of $\rho$th-order guessing entropy (guessing moment) of a secret taking values on…

信息论 · 计算机科学 2024-01-31 Julien Béguinot , Olivier Rioul

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

信息论 · 计算机科学 2016-11-17 Igal Sason

Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.

概率论 · 数学 2021-04-27 Sergey G. Bobkov , Arnaud Marsiglietti , James Melbourne
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