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Existence of optimal entropic weights for empirical modeling

Let $\mathcal{X} = [0,1]^n$ be the input space and $\mathcal{Y} = \{1, ..., n_c\}$ be a discrete output space. Let $D = \{(x_i, y_i)\}_{i=1}^N \subset \mathcal{X} \times \mathcal{Y}$ be a training ...
Damien's user avatar
  • 111
8 votes
2 answers
693 views

Information theoretical interpretation of Free Energy

When exploring the concept of free energy from an information-theoretic perspective, I often come across statements like: "Free energy measures the degree of surprise an agent experiences when ...
user3072048's user avatar
1 vote
0 answers
40 views

From a constraint satisfaction problem (CSP) to a sudoku grid [closed]

one of the existing methods of solvin a sudoku grid is via constraints satisfaction (CSP), but can we do the inverse ie convert a CSP problem into a sudoku grid and then solve it ?
youssef Lmourabite's user avatar
2 votes
1 answer
138 views

How to lower bound the absolute value of the difference of two Kullback-Leibler divergences given the constrains below?

Given that $\min (D[p_1||p_3],D[p_2||p_4])=a$, how to find a lower bound of the difference $\left \vert D[p_1\parallel p_2]-D[p_3\parallel p_4] \right\vert$ with respect to $a$? If the condition is ...
Richard Ben's user avatar
1 vote
0 answers
35 views

A network to transform/predict one probability distribution to another

I have a random variable of a particular density (e.g., normal), and a known probability distribution (e.g., mixture Gaussian). I used a simple KL measure to predict/transform one another. Now I need ...
user524691's user avatar
6 votes
2 answers
344 views

Entropy & difference between max and min values of probability mass

Let $X$ be a random variable with probability mass function $p(x) = \mathbb{P}[X = x]$. I know entropy $H(X)$ of $X$ measures the uncertainty of $X$ and a large value of $H(X)$ means $p(x)$ is nearly ...
aest's user avatar
  • 163
1 vote
0 answers
34 views

Correlating two matrices $A,B$ with stochastic dependency structure imposed by cross-validation

Consider a labelled data set $$D = \{(x_1, y_1),...,(x_n, y_n)\} $$ on which we want to evaluate a machine learning algorithm using $k$-fold cross validation with $m$ different random seeds. This ...
Joker123's user avatar
  • 153
7 votes
1 answer
660 views

Books to develop a unified view of statistics and information theory?

I hope to understand the connection between statistics and information theory in a deep philosophical sense. I suppose the best place to start would be David MacKay's Information Theory, Inference, ...
inhaler18's user avatar
2 votes
0 answers
217 views

Inequality on the Kullback-Leibler divergence

Let us define the arithmetic, geometric, and harmonic means of $x,y \in \mathbb{R}$ weighted by $\alpha =(\alpha_x,\alpha_y) \in [0,1]$, respectively as \begin{equation} a_\alpha(x,y) = \frac{\...
Apprentice's user avatar
0 votes
2 answers
299 views

Statistical divergence

Does anyone know about a statistical divergence of this type? \begin{equation} \text{D}(P||Q) = \frac{1}{2} \left[\text{KL}(M||P) + \text{KL}(M||Q)\right] \end{equation} where $M = \frac{1}{2} [P+Q]$....
Apprentice's user avatar
10 votes
1 answer
421 views

How sensitive are Neural Networks to weight change?

Let's consider the space of feedforward neural networks with a given structure: $L$ layers, $m$ neurons per layer, ReLu activation, input dimension $d$, output dimension $k$. Which means I'm ...
Alfred's user avatar
  • 899