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Showing 1 to 20 of 51 for “"relative entropy"”.

  1. Saturating Quantum Relative Entropy Inequalities

    … Here, we shall focus on various quantum relative entropies, that measure distinguishability between two quantum states (or two entities). In particular, we will focus all details towards understanding the widely used data processing inequality for quantum relative entropy. The data …

    houston Repository record for Saturating Quantum Relative Entropy Inequalities (opens in a new tab)

  2. Data Compression with Relative Entropy Coding

    … I contribute to this trend by investigating relative entropy coding, a mathematical framework that generalises classical source coding theory. Concretely, relative entropy coding deals with the efficient communication of uncertain or randomised information. One of its key advantages is that …

    cambridge Repository record for Data Compression with Relative Entropy Coding (opens in a new tab)

  3. On the nature and decay of quantum relative entropy

    … core of thermodynamics and information theory, entropy's use in quantum information extends to diverse topics including high-energy physics and operator algebras. Entropy can gauge the extent to which a quantum system departs from classicality, including by measuring entanglement and coherence, …

    uiuc Repository record for On the nature and decay of quantum relative entropy (opens in a new tab)

  4. Diagnostics of source distribution and particle population in Monte Carlo source iteration methods

    … into bins. These indicators are the Shannon entropy, Jensen measure, the progressive relative entropy and the posterior relative entropy. The fifth indicator of the source distribution's state was developed as to eliminate the need for the input of a mesh upon the geometry. This method will …

    unm Repository record for Diagnostics of source distribution and particle population in Monte Carlo source iteration methods (opens in a new tab)

  5. Historically implied swaption skews using non-parametric methods

    … 15 years. A new method is constructed, named the relative entropy approach, which is based on the work of Buchen and Kelly (1996) and is capable of pricing long-term interest rate derivatives using a smoothed continuous distribution of the historical realised data of the underlying variable only, …

    cape-town Repository record for Historically implied swaption skews using non-parametric methods (opens in a new tab)

  6. Density estimation with Kullback-Leibler loss

    … splines, and trigonometric series. Bounds on the relative entropy (Kullback-Leibler number) between the true density and the estimator are obtained and rates of convergence are established for log-density functions assumed to have square integrable derivatives. The relative entropy risk between …

    uiuc Repository record for Density estimation with Kullback-Leibler loss (opens in a new tab)

  7. Thermostated Kac models

    … distribution in terms of the L2 norm, in relative entropy, and in the Gabetta-Toscani-Wennberg (GTW) metric, at a rate independent of N. When m < N , the exponential rate of approach to equilibrium in L2 is shown to behave as m/N for N large, while the relative entropy and the GTW distance …

    gatech Repository record for Thermostated Kac models (opens in a new tab)

  8. Information similarity metrics in information security and forensics

    We study two information similarity measures, relative entropy and the similarity metric, and methods for estimating them. Relative entropy can be readily estimated with existing algorithms based on compression. The similarity metric, based on algorithmic complexity, proves to be more difficult to …

    unm Repository record for Information similarity metrics in information security and forensics (opens in a new tab)

  9. Systematic coarse-graining of ionic liquid

    … systematic coarse-graining approach based on the relative entropy (RE) method to reproduce not only the structure but also the thermodynamic properties of the reference all-atom molecular model. Our systematic coarse-graining approach adds a constraint to the RE minimization using Lagrange …

    uiuc Repository record for Systematic coarse-graining of ionic liquid (opens in a new tab)

  10. Distillation and simulation in quantum information

    … We introduce the channel’s analogs of max-relative entropy, logarithmic robustness and max-information of quantum states, providing their operational interpretation with the channel simulation cost via different resources. Particularly, we establish the asymptotic equipartition property of …

    uts Repository record for Distillation and simulation in quantum information (opens in a new tab)

  11. Convex Geometric Connections to Information Theory

    … geometric interpretation they provide for the relative entropy of cone measures of a convex body and its polar. We define relative entropy for convex bodies and its relation to affine isoperimetric inequalities is considered. Other connections are made by considering quantum information theory. …

    ohiolink Repository record for Convex Geometric Connections to Information Theory (opens in a new tab)

  12. Estimating the Hausdorff dimension

    … properties of the usual estimator, the entropy estimator, are known. In addition, the entropy estimator is biased high when an inefficient net is used. This dissertation develops a new estimator, the relative entropy estimator, which is asymptotically unbiased and is consistent. The …

    vt Repository record for Estimating the Hausdorff dimension (opens in a new tab)

  13. Convex Relaxations: Beyond Polynomials, Splitting Methods and Average Case Analysis

    … as a nonconvex optimisation problem involving an entropy-like objective function. We demonstrate that it is possible to apply techniques from sum-of-squares programming to these problems. The main obstacle is that sum-of-squares relaxations only work on *polynomial* optimisation problems. We show …

    cambridge Repository record for Convex Relaxations: Beyond Polynomials, Splitting Methods and Average Case Analysis (opens in a new tab)

  14. Binary classification with training under both classes

    … is restricted to be ``far'' in the sense of relative entropy. Binary classification problems arise in applications where a full probabilistic model of either of the processes is absent and pre-classified samples from both of the processes are available. It is known that asymptotic optimality …

    uiuc Repository record for Binary classification with training under both classes (opens in a new tab)

  15. On defect CFT and path integral methods for entanglement in quantum field theories

    … the second order shape dependence of Renyi entropy. We introduce defect CFT methods for calculating correlation functions involving the modular Hamiltonian together with probe operators inserted at lightcone separation. We use these methods to further calculate correlation functions …

    uiuc Repository record for On defect CFT and path integral methods for entanglement in quantum field theories (opens in a new tab)

  16. Deterministic and Stochastic Approaches to Relaxation to Equilibrium for Particle Systems

    … We also look at showing hypocoercivity in relative entropy. In his seminal work work on hypocoercivity Villani obtained results on hypocoercivity in relative entropy for the kinetic Fokker-Planck equation. We review this and subsequent work on hypocoercivity in relative entropy which is …

    cambridge Repository record for Deterministic and Stochastic Approaches to Relaxation to Equilibrium for Particle Systems (opens in a new tab)

  17. On the Topic of Portfolio Optimization

    This dissertation explores the use of information entropy as a risk measure for the purpose of investment portfolio optimization and selection. First, we present an improved method of applying entropy as a risk in portfolio optimization. A new family of portfolio optimization problems called the …

    york Repository record for On the Topic of Portfolio Optimization (opens in a new tab)

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