2860 Sřborg Denmark Tel.: +45 39 56
41 71 |
## Research newsI have submitted the following paper to ISIT 2018. It extends previous reults on horizont independent MDL by relating it to exactness of saddle point approximations.
I published a long paper with various bounds on tail probabilities in terms of the signed log-likelihood function in Kybernetika. It has just been awarded the best paper in Kybernetika 2016. Although the inequalities are quite sharp I am sure even sharper inequalities of these types can be obtained. I think the results can be generalized to cover all exponential families with simple variance functions. Even more general inequalities may exist, but at the moment I don't know how to attack the general problem. |
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## ResearchMy research is centered
on information theory. One of my interests is how to
use ideas from information theory to derive results
in probability theory. Many of the most important
reslts in probability theory are convergence
theorems, and many of these convergence theorems can
be reformulated so that they state that the entropy
of a system increases to a maximum or that a
divergence converge to a minimum. These ideas are
also relevant in the theory of statistical tests.
Recently I have formalized a method for deriving
Jeffreys prior as the optimal prior using the
minimum description length principle. ## Editorial workI am associated editor of the journal IEEE Transactions on Information Theory covering probability and statistics. I am editorial board member of the journal Entropy and the journal Stats. I was Editor-in-Chief of Entropy 2007-2011 and editor 2011-2015. This journal was pioneering in open access publishing. I serve as reviewer of numerous other
journals as can be seen from my newly created Publons profile.
## EventsISIT 2018 June 17-22, Vail, USA.From Physics to Information Sciences and Geometry May 14-16 in Barcelona, Spain (or Catalonia?). International Zürich Seminar on Information and Communication (IZS) 2018 21-23/2 I will give an invited talk entitled Horizont independent MDL. WITMSE 2017 Paris 11-13/9 I gave an invited talk. Entropy Power Inequalities at AIM, San José May 1st-5th. 2017.ISIT 2017 June. Took place in Aachen in Germany. I gave a presentation entitled Quantum Information on Spectral sets. I was visiting University of Hawai'i Jan.-Feb. 2016. I will gave a lecture series on Bregman divergences. The first will be held Thursday 21/1 in Holmes Hall. See flyer
for detailed information.
## LinksI have made a
## SoftwareHere are links to some of my favorite software. Dropbox Very
convenient for storing and sharing documents. ## ColleguesHere are links to some persons that I use to collaborate with. |