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1.
In this work, we first consider the discrete version of Fisher information measure and then propose Jensen–Fisher information, to develop some associated results. Next, we consider Fisher information and Bayes–Fisher information measures for mixing parameter vector of a finite mixture probability mass function and establish some results. We provide some connections between these measures with some known informational measures such as chi-square divergence, Shannon entropy, Kullback–Leibler, Jeffreys and Jensen–Shannon divergences.  相似文献   

2.
In this paper, we introduce a novel objective prior distribution levering on the connections between information, divergence and scoring rules. In particular, we do so from the starting point of convex functions representing information in density functions. This provides a natural route to proper local scoring rules using Bregman divergence. Specifically, we determine the prior which solves setting the score function to be a constant. Although in itself this provides motivation for an objective prior, the prior also minimizes a corresponding information criterion.  相似文献   

3.
In this paper, we focus on extended informational measures based on a convex function ϕ: entropies, extended Fisher information, and generalized moments. Both the generalization of the Fisher information and the moments rely on the definition of an escort distribution linked to the (entropic) functional ϕ. We revisit the usual maximum entropy principle—more precisely its inverse problem, starting from the distribution and constraints, which leads to the introduction of state-dependent ϕ-entropies. Then, we examine interrelations between the extended informational measures and generalize relationships such the Cramér–Rao inequality and the de Bruijn identity in this broader context. In this particular framework, the maximum entropy distributions play a central role. Of course, all the results derived in the paper include the usual ones as special cases.  相似文献   

4.
Importance sampling is a Monte Carlo method where samples are obtained from an alternative proposal distribution. This can be used to focus the sampling process in the relevant parts of space, thus reducing the variance. Selecting the proposal that leads to the minimum variance can be formulated as an optimization problem and solved, for instance, by the use of a variational approach. Variational inference selects, from a given family, the distribution which minimizes the divergence to the distribution of interest. The Rényi projection of order 2 leads to the importance sampling estimator of minimum variance, but its computation is very costly. In this study with discrete distributions that factorize over probabilistic graphical models, we propose and evaluate an approximate projection method onto fully factored distributions. As a result of our evaluation it becomes apparent that a proposal distribution mixing the information projection with the approximate Rényi projection of order 2 could be interesting from a practical perspective.  相似文献   

5.
The spreading of the stationary states of the multidimensional single-particle systems with a central potential is quantified by means of Heisenberg-like measures (radial and logarithmic expectation values) and entropy-like quantities (Fisher, Shannon, Rényi) of position and momentum probability densities. Since the potential is assumed to be analytically unknown, these dispersion and information-theoretical measures are given by means of inequality-type relations which are explicitly shown to depend on dimensionality and state’s angular hyperquantum numbers. The spherical-symmetry and spin effects on these spreading properties are obtained by use of various integral inequalities (Daubechies–Thakkar, Lieb–Thirring, Redheffer–Weyl, ...) and a variational approach based on the extremization of entropy-like measures. Emphasis is placed on the uncertainty relations, upon which the essential reason of the probabilistic theory of quantum systems relies.  相似文献   

6.
In the rate-distortion function and the Maximum Entropy (ME) method, Minimum Mutual Information (MMI) distributions and ME distributions are expressed by Bayes-like formulas, including Negative Exponential Functions (NEFs) and partition functions. Why do these non-probability functions exist in Bayes-like formulas? On the other hand, the rate-distortion function has three disadvantages: (1) the distortion function is subjectively defined; (2) the definition of the distortion function between instances and labels is often difficult; (3) it cannot be used for data compression according to the labels’ semantic meanings. The author has proposed using the semantic information G measure with both statistical probability and logical probability before. We can now explain NEFs as truth functions, partition functions as logical probabilities, Bayes-like formulas as semantic Bayes’ formulas, MMI as Semantic Mutual Information (SMI), and ME as extreme ME minus SMI. In overcoming the above disadvantages, this paper sets up the relationship between truth functions and distortion functions, obtains truth functions from samples by machine learning, and constructs constraint conditions with truth functions to extend rate-distortion functions. Two examples are used to help readers understand the MMI iteration and to support the theoretical results. Using truth functions and the semantic information G measure, we can combine machine learning and data compression, including semantic compression. We need further studies to explore general data compression and recovery, according to the semantic meaning.  相似文献   

7.
A methodology to analyze dynamical changes in complex networks based on Information Theory quantifiers is proposed. The square root of the Jensen-Shannon divergence, a measure of dissimilarity between two probability distributions, and the MPR Statistical Complexity are used to quantify states in the network evolution process. Three cases are analyzed, the Watts-Strogatz model, a gene network during the progression of Alzheimer's disease and a climate network for the Tropical Pacific region to study the El Niño/Southern Oscillation (ENSO) dynamic. We find that the proposed quantifiers are able not only to capture changes in the dynamics of the processes but also to quantify and compare states in their evolution.  相似文献   

8.
We introduce a quantum key distribution protocol using mean multi-kings’ problem. Using this protocol, a sender can share a bit sequence as a secret key with receivers. We consider a relation between information gain by an eavesdropper and disturbance contained in legitimate users’ information. In BB84 protocol, such relation is known as the so-called information disturbance theorem. We focus on a setting that the sender and two receivers try to share bit sequences and the eavesdropper tries to extract information by interacting legitimate users’ systems and an ancilla system. We derive trade-off inequalities between distinguishability of quantum states corresponding to the bit sequence for the eavesdropper and error probability of the bit sequence shared with the legitimate users. Our inequalities show that eavesdropper’s extracting information regarding the secret keys inevitably induces disturbing the states and increasing the error probability.  相似文献   

9.
R.C. Venkatesan  A. Plastino 《Physica A》2011,390(15):2749-2758
There exist two different versions of the Kullback-Leibler divergence (K-Ld) in Tsallis statistics, namely the usual generalized K-Ld and the generalized Bregman K-Ld. Problems have been encountered in trying to reconcile them. A condition for consistency between these two generalized K-Ld forms is derived by recourse to the additive duality of Tsallis statistics. It is also shown that the usual generalized K-Ld subjected to this additive duality, known as the dual generalized K-Ld, is a scaled Bregman divergence. This leads to an interesting conclusion: the dual generalized mutual information is a scaled Bregman information. The utility and implications of these results are discussed.  相似文献   

10.
The notion of distinguishability between quantum states has shown to be fundamental in the frame of quantum information theory. In this paper we present a new distinguishability criterium by using a information theoretic quantity: the Jensen-Shannon divergence (JSD). This quantity has several interesting properties, both from a conceptual and a formal point of view. Previous to define this distinguishability criterium, we review some of the most frequently used distances defined over quantum mechanics Hilbert space. In this point our main claim is that the JSD can be taken as a unifying distance between quantum states.  相似文献   

11.
In this paper, we generalize the notion of Shannon’s entropy power to the Rényi-entropy setting. With this, we propose generalizations of the de Bruijn identity, isoperimetric inequality, or Stam inequality. This framework not only allows for finding new estimation inequalities, but it also provides a convenient technical framework for the derivation of a one-parameter family of Rényi-entropy-power-based quantum-mechanical uncertainty relations. To illustrate the usefulness of the Rényi entropy power obtained, we show how the information probability distribution associated with a quantum state can be reconstructed in a process that is akin to quantum-state tomography. We illustrate the inner workings of this with the so-called “cat states”, which are of fundamental interest and practical use in schemes such as quantum metrology. Salient issues, including the extension of the notion of entropy power to Tsallis entropy and ensuing implications in estimation theory, are also briefly discussed.  相似文献   

12.
13.
The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems involving fractional order derivatives. First order splines are used as variations, for which fractional derivatives are known. The Grünwald-Letnikov definition of fractional derivative is used, because of its intrinsic discrete nature that leads to straightforward approximations.  相似文献   

14.
The measures of information transfer which correspond to non-additive entropies have intensively been studied in previous decades. The majority of the work includes the ones belonging to the Sharma–Mittal entropy class, such as the Rényi, the Tsallis, the Landsberg–Vedral and the Gaussian entropies. All of the considerations follow the same approach, mimicking some of the various and mutually equivalent definitions of Shannon information measures, and the information transfer is quantified by an appropriately defined measure of mutual information, while the maximal information transfer is considered as a generalized channel capacity. However, all of the previous approaches fail to satisfy at least one of the ineluctable properties which a measure of (maximal) information transfer should satisfy, leading to counterintuitive conclusions and predicting nonphysical behavior even in the case of very simple communication channels. This paper fills the gap by proposing two parameter measures named the α-q-mutual information and the α-q-capacity. In addition to standard Shannon approaches, special cases of these measures include the α-mutual information and the α-capacity, which are well established in the information theory literature as measures of additive Rényi information transfer, while the cases of the Tsallis, the Landsberg–Vedral and the Gaussian entropies can also be accessed by special choices of the parameters α and q. It is shown that, unlike the previous definition, the α-q-mutual information and the α-q-capacity satisfy the set of properties, which are stated as axioms, by which they reduce to zero in the case of totally destructive channels and to the (maximal) input Sharma–Mittal entropy in the case of perfect transmission, which is consistent with the maximum likelihood detection error. In addition, they are non-negative and less than or equal to the input and the output Sharma–Mittal entropies, in general. Thus, unlike the previous approaches, the proposed (maximal) information transfer measures do not manifest nonphysical behaviors such as sub-capacitance or super-capacitance, which could qualify them as appropriate measures of the Sharma–Mittal information transfer.  相似文献   

15.
The generalized Kullback-Leibler divergence (K-Ld) in Tsallis statistics [constrained by the additive duality of generalized statistics (dual generalized K-Ld)] is here reconciled with the theory of Bregman divergences for expectations defined by normal averages, within a measure-theoretic framework. Specifically, it is demonstrated that the dual generalized K-Ld is a scaled Bregman divergence. The Pythagorean theorem is derived from the minimum discrimination information principle using the dual generalized K-Ld as the measure of uncertainty, with constraints defined by normal averages. The minimization of the dual generalized K-Ld, with normal averages constraints, is shown to exhibit distinctly unique features.  相似文献   

16.
Variational algorithms have gained prominence over the past two decades as a scalable computational environment for Bayesian inference. In this article, we explore tools from the dynamical systems literature to study the convergence of coordinate ascent algorithms for mean field variational inference. Focusing on the Ising model defined on two nodes, we fully characterize the dynamics of the sequential coordinate ascent algorithm and its parallel version. We observe that in the regime where the objective function is convex, both the algorithms are stable and exhibit convergence to the unique fixed point. Our analyses reveal interesting discordances between these two versions of the algorithm in the region when the objective function is non-convex. In fact, the parallel version exhibits a periodic oscillatory behavior which is absent in the sequential version. Drawing intuition from the Markov chain Monte Carlo literature, we empirically show that a parameter expansion of the Ising model, popularly called the Edward–Sokal coupling, leads to an enlargement of the regime of convergence to the global optima.  相似文献   

17.
Kullback–Leibler divergence KL(p,q) is the standard measure of error when we have a true probability distribution p which is approximate with probability distribution q. Its efficient computation is essential in many tasks, as in approximate computation or as a measure of error when learning a probability. In high dimensional probabilities, as the ones associated with Bayesian networks, a direct computation can be unfeasible. This paper considers the case of efficiently computing the Kullback–Leibler divergence of two probability distributions, each one of them coming from a different Bayesian network, which might have different structures. The paper is based on an auxiliary deletion algorithm to compute the necessary marginal distributions, but using a cache of operations with potentials in order to reuse past computations whenever they are necessary. The algorithms are tested with Bayesian networks from the bnlearn repository. Computer code in Python is provided taking as basis pgmpy, a library for working with probabilistic graphical models.  相似文献   

18.
A generalization of the original Jensen-Shannon divergence (JSD) is presented in this work, which gives rise to a non-extensive one-parameter divergence providing a powerful dissimilarity measure between electronic distributions. The analysis performed in this study employs the JTD measure to compare one-particle densities of neutral and ionized atomic systems, that generalizes and improves some previous results based on other measures of divergence. Such an improvement mainly arises from the capability of JTD to modify, by means of its order parameter, the relative contribution of specific relevant regions of the atomic densities under comparison, in both position and momentum spaces. Relevant information of the ionization processes attending to structural pattern and periodicity is found, as well as the strong correlation between extremal values of the neutral-cation JTD and those of the atomic ionization potential. Similar conclusions are obtained from processes involving an anion. The analysis includes a study of the dependence of JTD on its order for fixed atomic couples.  相似文献   

19.
We study Arrow’s Impossibility Theorem in the quantum setting. Our work is based on the work of Bao and Halpern, in which it is proved that the quantum analogue of Arrow’s Impossibility Theorem is not valid. However, we feel unsatisfied about the proof presented in Bao and Halpern’s work. Moreover, the definition of Quantum Independence of Irrelevant Alternatives (QIIA) in Bao and Halpern’s work seems not appropriate to us. We give a better definition of QIIA, which properly captures the idea of the independence of irrelevant alternatives, and a detailed proof of the violation of Arrow’s Impossibility Theorem in the quantum setting with the modified definition.  相似文献   

20.
In this paper, we study the concomitants of dual generalized order statistics (and consequently generalized order statistics) when the parameters γ1,,γn are assumed to be pairwise different from Huang–Kotz Farlie–Gumble–Morgenstern bivariate distribution. Some useful recurrence relations between single and product moments of concomitants are obtained. Moreover, Shannon’s entropy and the Fisher information number measures are derived. Finally, these measures are extensively studied for some well-known distributions such as exponential, Pareto and power distributions. The main motivation of the study of the concomitants of generalized order statistics (as an important practical kind to order the bivariate data) under this general framework is to enable researchers in different fields of statistics to use some of the important models contained in these generalized order statistics only under this general framework. These extended models are frequently used in the reliability theory, such as the progressive type-II censored order statistics.  相似文献   

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