All Questions
5 questions
1
vote
0
answers
91
views
How to optimize parametric information-theoretic bounds?
I am faced with an information-theoretic upper bound, such as
\begin{align}
\sqrt{\alpha'}2^{I_\alpha(X;Y)},
\end{align}
where $I_\alpha(X;Y)$ is the Rényi mutual information with parameter $\alpha>...
0
votes
0
answers
31
views
What is the Fisher information matrix of the von Mises-Fisher distribution?
Assuming the von Mises-Fisher distribution as
$$f_{p}(\mathbf{x}; \boldsymbol{\mu}, \kappa) = C_{p}(\kappa) \exp \left( {\kappa \boldsymbol{\mu}^\mathsf{T} \mathbf{x} } \right),$$
where $\kappa \ge 0$,...
4
votes
1
answer
250
views
Does a subset with small cardinality represent the whole set?
Assume that we have heavy-tailed distribution $F(x)$ such that
\begin{align}
F(x)=\mathbb{P}[X\geq x]=x^{-0.5}.
\end{align}
Then, we produce $N$ independent samples $X_1,X_2,\ldots,X_N$ from this ...
1
vote
1
answer
675
views
KL divergence between gaussian with uniform prior
I have 2 normal distributions $\mathcal{N}(\mu_1, \mathbb{I}_d)$ where $\mu_1$ is a fixed vector in $\mathbb{R}^d$ and $\mathcal{N}(\mu_2, \mathbb{I}_d)$, where $\mu_2$ is $\mu_1 + V$, where $V$ is ...
1
vote
0
answers
176
views
Maximum mutual information of random unitary transformation
Let $\mathbf{U}$ and $\mathbf{V}$ be random unitary matrices independent of random input vector $\mathbf{x}$. Moreover, $\mathbf{z}$ be random iid complex Gaussian vector with zero mean and identity ...