59 citations · 165 across the 20 of their papers we have counts for
11 papers · 1 filter
Reverse Information Projections and Optimal E-statistics
Tyron Lardy, Peter Grünwald, Peter Harremoës
Information projections have found important applications in probability theory, statistics, and related areas. In the field of hypothesis testing in particular, the reverse inform…
Unnormalized Measures in Information Theory
Peter Harremoës
Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask ho…
Quantum Information on Spectral Sets
Peter Harremoës
For convex optimization problems Bregman divergences appear as regret functions. Such regret functions can be defined on any convex set but if a sufficiency condition is added the…
Divergence and Sufficiency for Convex Optimization
Peter Harremoës
Logarithmic score and information divergence appear in information theory, statistics, statistical mechanics, and portfolio theory. We demonstrate that all these topics involve som…
Sufficiency on the Stock Market
Peter Harremoës
It is well-known that there are a number of relations between theoretical finance theory and information theory. Some of these relations are exact and some are approximate. In this…
Lattices with non-Shannon Inequalities
Peter Harremoës
We study the existence or absence of non-Shannon inequalities for variables that are related by functional dependencies. Although the power-set on four variables is the smallest Bo…