No Arabic abstract
We consider a general model of the sensorimotor loop of an agent interacting with the world. This formalises Uexkulls notion of a emph{function-circle}. Here, we assume a particular causal structure, mechanistically described in terms of Markov kernels. In this generality, we define two $sigma$-algebras of events in the world that describe two respective perspectives: (1) the perspective of an external observer, (2) the intrinsic perspective of the agent. Not all aspects of the world, seen from the external perspective, are accessible to the agent. This is expressed by the fact that the second $sigma$-algebra is a subalgebra of the first one. We propose the smaller one as formalisation of Uexkulls emph{Umwelt} concept. We show that, under continuity and compactness assumptions, the global dynamics of the world can be simplified without changing the internal process. This simplification can serve as a minimal world model that the system must have in order to be consistent with the internal process.
During the last two decades, concentration of measure has been a subject of various exciting developments in convex geometry, functional analysis, statistical physics, high-dimensional statistics, probability theory, information theory, communications and coding theory, computer science, and learning theory. One common theme which emerges in these fields is probabilistic stability: complicated, nonlinear functions of a large number of independent or weakly dependent random variables often tend to concentrate sharply around their expected values. Information theory plays a key role in the derivation of concentration inequalities. Indeed, both the entropy method and the approach based on transportation-cost inequalities are two major information-theoretic paths toward proving concentration. This brief survey is based on a recent monograph of the authors in the Foundations and Trends in Communications and Information Theory (online available at http://arxiv.org/pdf/1212.4663v8.pdf), and a tutorial given by the authors at ISIT 2015. It introduces information theorists to three main techniques for deriving concentration inequalities: the martingale method, the entropy method, and the transportation-cost inequalities. Some applications in information theory, communications, and coding theory are used to illustrate the main ideas.
A finite form of de Finettis representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $ngeq k$ is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided.
Given a probability measure $mu$ over ${mathbb R}^n$, it is often useful to approximate it by the convex combination of a small number of probability measures, such that each component is close to a product measure. Recently, Ronen Eldan used a stochastic localization argument to prove a general decomposition result of this type. In Eldans theorem, the `number of components is characterized by the entropy of the mixture, and `closeness to product is characterized by the covariance matrix of each component. We present an elementary proof of Eldans theorem which makes use of an information theory (or estimation theory) interpretation. The proof is analogous to the one of an earlier decomposition result known as the `pinning lemma.
A renowned information-theoretic formula by Shannon expresses the mutual information rate of a white Gaussian channel with a stationary Gaussian input as an integral of a simple function of the power spectral density of the channel input. We give in this paper a rigorous yet elementary proof of this classical formula. As opposed to all the conventional approaches, which either rely on heavy mathematical machineries or have to resort to some external results, our proof, which hinges on a recently proven sampling theorem, is elementary and self-contained, only using some well-known facts from basic calculus and matrix theory.
This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact formulas for quantities that involve expectations of the logarithm of a positive random variable. Here, in the same spirit, we derive an exact integral representation (in one or two dimensions) of the moment of a nonnegative random variable, or the sum of such independent random variables, where the moment order is a general positive noninteger real (also known as fractional moments). The proposed formula is applied to a variety of examples with an information-theoretic motivation, and it is shown how it facilitates their numerical evaluations. In particular, when applied to the calculation of a moment of the sum of a large number, $n$, of nonnegative random variables, it is clear that integration over one or two dimensions, as suggested by our proposed integral representation, is significantly easier than the alternative of integrating over $n$ dimensions, as needed in the direct calculation of the desired moment.