scholarly journals Polynomial Approximations of Conditional Expectations in Scalar Gaussian Channels

Author(s):  
Wael Alghamdi ◽  
Flavio P. Calmon
Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 45
Author(s):  
Emilio Gómez-Déniz ◽  
Enrique Calderín-Ojeda

We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional distributions. For that reason, we assume that the conditional expectation of expenditure for outpatient visits with respect to the number of outpatient visits and also, the number of outpatient visits expectation with respect to the expenditure for outpatient visits is related by taking a linear relationship for these conditional expectations. Furthermore, one of the conditional distributions obtained in our study is used to derive Bayesian premiums which take into account both the number of claims and the size of the correspondent claims. Our proposal is illustrated with a numerical example based on data of health care use taken from Medical Expenditure Panel Survey (MEPS), conducted by the U.S. Agency of Health Research and Quality.


Author(s):  
Ivan Bardet ◽  
Ángela Capel ◽  
Cambyse Rouzé

AbstractIn this paper, we derive a new generalisation of the strong subadditivity of the entropy to the setting of general conditional expectations onto arbitrary finite-dimensional von Neumann algebras. This generalisation, referred to as approximate tensorization of the relative entropy, consists in a lower bound for the sum of relative entropies between a given density and its respective projections onto two intersecting von Neumann algebras in terms of the relative entropy between the same density and its projection onto an algebra in the intersection, up to multiplicative and additive constants. In particular, our inequality reduces to the so-called quasi-factorization of the entropy for commuting algebras, which is a key step in modern proofs of the logarithmic Sobolev inequality for classical lattice spin systems. We also provide estimates on the constants in terms of conditions of clustering of correlations in the setting of quantum lattice spin systems. Along the way, we show the equivalence between conditional expectations arising from Petz recovery maps and those of general Davies semigroups.


Synthese ◽  
2016 ◽  
Vol 194 (7) ◽  
pp. 2595-2630 ◽  
Author(s):  
Z. Gyenis ◽  
G. Hofer-Szabó ◽  
M. Rédei

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