Log-concavity and discrete degrees of freedom
Jacek Jakimiuk, Daniel Murawski, Piotr Nayar, Semen S{\l}obodianiuk

TL;DR
This paper introduces the concept of discrete degrees of freedom for log-concave sequences and demonstrates extremal properties of geometric and Poisson distributions regarding entropy and probability at the mean.
Contribution
It defines discrete degrees of freedom for log-concave sequences and proves geometric distribution minimizes Rènyi entropy, while Poisson maximizes the probability at the mean for ultra-log-concave variables.
Findings
Geometric distribution minimizes Rènyi entropy of order infinity among discrete log-concave variables.
Poisson distribution maximizes the probability at the mean among ultra-log-concave variables.
Introduces the notion of discrete degrees of freedom for log-concave sequences.
Abstract
We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises R\'enyi entropy of order infinity under fixed variance, among all discrete log-concave random variables in . We also show that the quantity is maximised, among all ultra-log-concave random variables with fixed integral mean, for a Poisson distribution.
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Taxonomy
TopicsBayesian Methods and Mixture Models · Statistical Methods and Inference · Financial Risk and Volatility Modeling
