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This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

We use a novel form of quantum conditional probability to define new measures of quantum information in a dynamical context. We explore relationships between our new quantities and standard measures of quantum information, such as von…

Quantum Physics · Physics 2022-12-09 Jacob A. Barandes , David Kagan

Due to the absence of an external, classical time variable, the probabilistic predictions of covariant quantum theory are ambiguous when multiple measurements are considered. Here, we introduce an information theoretic framework to the…

Quantum Physics · Physics 2011-11-09 S. Jay Olson , Jonathan P. Dowling

The uncertainty principle can be expressed in entropic terms, also taking into account the role of entanglement in reducing uncertainty. The information exclusion principle bounds instead the correlations that can exist between the outcomes…

Quantum Physics · Physics 2014-02-26 Patrick J. Coles , Marco Piani

It has been shown that one can accommodate data (Bayes) and constraints (MaxEnt) in one method, the method of Maximum (relative) Entropy (ME) (Giffin 2007). In this paper we show a complex agent based example of inference with two different…

Methodology · Statistics 2016-09-08 Adom Giffin

One of the most important aspects in any treatment of uncertain information is the rule of combination for updating the degrees of uncertainty. The theory of belief functions uses the Dempster rule to combine two belief functions defined by…

Artificial Intelligence · Computer Science 2013-04-05 Michael S. K. M. Wong , P. Lingras

Comparisons are made for the amount of agreement of the composite likelihood information criteria and their full likelihood counterparts when making decisions among the fits of different models, and some properties of penalty term for…

Statistics Theory · Mathematics 2014-10-17 Chi Tim Ng , Harry Joe

Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…

Artificial Intelligence · Computer Science 2013-04-15 Marvin S. Cohen

Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…

Information Theory · Computer Science 2026-02-02 Roberto Rubboli , Erkka Haapasalo , Marco Tomamichel

In this paper, we propose a maximum entropy method for predicting disease risks. It is based on a patient's medical history with diseases coded in ICD-10 which can be used in various cases. The complete algorithm with strict mathematical…

Machine Learning · Computer Science 2021-02-05 Michael Shub , Qing Xu , Xiaohua , Xuan

We study the problem of data integration from sources that contain probabilistic uncertain information. Data is modeled by possible-worlds with probability distribution, compactly represented in the probabilistic relation model. Integration…

Databases · Computer Science 2016-07-20 Fereidoon Sadri , Gayatri Tallur

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Uncertainty quantification is a key aspect in many tasks such as model selection/regularization, or quantifying prediction uncertainties to perform active learning or OOD detection. Within credal approaches that consider modeling…

Machine Learning · Computer Science 2026-03-26 Tuan-Anh Vu , Sébastien Destercke , Frédéric Pichon

Kolmogorov complexity of a finite binary word reflects both algorithmic structure and the empirical distribution of symbols appearing in the word. Words with symbol frequencies far from one half have smaller combinatorial richness and…

Computation · Statistics 2025-12-25 Brani Vidakovic

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel