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We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and…

Portfolio Management · Quantitative Finance 2012-12-18 Sara Biagini , Jocelyne Bion-Nadal

Mutual information is one of the essential building blocks of information theory. Yet, it is only finitely defined for distributions with fast decaying tails on a countable joint alphabet of two random elements. The unboundedness of mutual…

Information Theory · Computer Science 2019-07-15 Zhiyi Zhang

Symmetric alpha-stable (S alpha S) distributions with alpha<2 lack finite classical Fisher information. Building on Johnson's framework, we define Mixed Fractional Information (MFI) via the initial rate of relative entropy dissipation…

Other Computer Science · Computer Science 2025-05-06 William Cook

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

Shannon information theory provides various measures of so-called "syntactic information", which reflect the amount of statistical correlation between systems. In contrast, the concept of "semantic information" refers to those correlations…

Statistical Mechanics · Physics 2022-11-22 Artemy Kolchinsky , David H. Wolpert

To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…

Information Theory · Computer Science 2019-08-27 Chongjun Ouyang , Sheng Wu , Hongwen Yang

We use a well known model (T. Vicsek et al. Phys Rev Lett 15, 1226 (1995)) for flocking to test mutual information as a tool for detecting order-disorder transitions, in particular when observations of the system are limited. We show that…

Data Analysis, Statistics and Probability · Physics 2009-11-13 R. T. Wicks , S. C. Chapman , R. O. Dendy

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

The mutual information (MI) of Poisson-type channels has been linked to a filtering problem since the 70s, but its evaluation for specific continuous-time, discrete-state systems remains a demanding task. As an advantage, Markov renewal…

Information Theory · Computer Science 2024-06-18 Maximilian Gehri , Nicolai Engelmann , Heinz Koeppl

The distortion on the intermittency signal, due to detection efficiency and to the presence of pre--equilibrium emitted particles, is studied in a schematic model of nuclear multi- fragmentation. The source of the intermittency signal is…

Nuclear Theory · Physics 2008-11-26 M. Baldo , A. Causa , A. Rapisarda

This paper introduces time into information theory, gives a more accurate definition of information, and unifies the information in cognition and Shannon information theory. Specially, we consider time as a measure of information, giving a…

Information Theory · Computer Science 2024-10-30 Yilun Liu , Lidong Zhu

Tripartite mutual information (TMI) is an efficient observable to quantify the ability of scrambler for unitary time-evolution operator with quenched many-body Hamiltonian. In this paper, we give numerical demonstrations of the TMI in…

Disordered Systems and Neural Networks · Physics 2022-09-13 Yoshihito Kuno , Takahiro Orito , Ikuo Ichinose

Shannon mutual information provides a measure of how much information is, on average, contained in a set of neural activities about a set of stimuli. It has been extensively used to study neural coding in different brain areas. To apply a…

Neurons and Cognition · Quantitative Biology 2007-05-23 Michele Bezzi

The recent introduction of geometric partition entropy brought a new viewpoint to non-parametric entropy quantification that incorporated the impacts of informative outliers, but its original formulation was limited to the context of a…

Physics and Society · Physics 2024-11-11 C. Tyler Diggans , Abd AlRahman R. AlMomani

Information diagram and the I-measure are useful mnemonics where random variables are treated as sets, and entropy and mutual information are treated as a signed measure. Although the I-measure has been successful in machine proofs of…

Information Theory · Computer Science 2023-07-17 Cheuk Ting Li

In distributional semantics, the pointwise mutual information ($\mathit{PMI}$) weighting of the cooccurrence matrix performs far better than raw counts. There is, however, an issue with unobserved pair cooccurrences as $\mathit{PMI}$ goes…

Computation and Language · Computer Science 2019-08-20 Alexandre Salle , Aline Villavicencio

A new measure of information in quantum mechanics is proposed which takes into account that for quantum systems the only feature known before an experiment is performed are the probabilities for various events to occur. The sum of the…

Quantum Physics · Physics 2009-11-06 Caslav Brukner , Anton Zeilinger

We introduce a quantity called the free mutual information (FMI), adapted from concepts in free probability theory, as a new physical measure of quantum chaos. This quantity captures the spreading of a time-evolved operator in the space of…

Quantum Physics · Physics 2025-09-18 Shreya Vardhan , Jinzhao Wang

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht