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This paper quantifies the intuitive observation that adding noise reduces available information by means of non-linear strong data processing inequalities. Consider the random variables $W\to X\to Y$ forming a Markov chain, where $Y=X+Z$…

Information Theory · Computer Science 2017-11-21 Flavio P. Calmon , Yury Polyanskiy , Yihong Wu

This paper considers the problem of appearance indication of useful acoustic signal in the signal/noise mixture. Various information characteristics (information entropy, Jensen-Shannon divergence, spectral information divergence and…

Methodology · Statistics 2023-04-14 Leonid Berlin , Andrey Galyaev , Pavel Lysenko

Time correlated fluctuations interacting with a spatial asymmetry potential are sufficient conditions to give rise to transport of Brownian particles. The transfer of information coming from the nonequilibrium bath, viewed as a source of…

Statistical Mechanics · Physics 2007-05-23 C. M. Arizmendi , J. R. Sanchez

The concept of information has emerged as a language in its own right, bridging several disciplines that analyze natural phenomena and man-made systems. Integrated information has been introduced as a metric to quantify the amount of…

Neurons and Cognition · Quantitative Biology 2019-06-10 Alberto Hernández-Espinosa , Héctor Zenil , Narsis A. Kiani , Jesper Tegnér

We establish a connection between non-deterministic communication complexity and instance complexity, a measure of information based on algorithmic entropy. Let $\overline{x}$, $\overline{y}$ and $Y_1(\overline{x})$ be respectively the…

Computational Complexity · Computer Science 2009-01-20 Armando Matos , Andreia Teixeira , Andre Souto

We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…

A general notion of information-related complexity applicable to both natural and man-made systems is proposed. The overall approach is to explicitly consider a rational agent performing a certain task with a quantifiable degree of success.…

Data Analysis, Statistics and Probability · Physics 2013-01-18 Eugene Perevalov , David Grace

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

In this article, a general information-plus-noise transmission model is assumed, the receiver end of which is composed of a large number of sensors and is unaware of the noise pattern. For this model, and under reasonable assumptions, a set…

Information Theory · Computer Science 2015-06-12 Julia Vinogradova , Romain Couillet , Walid Hachem

We study the problem of PAC learning $\gamma$-margin halfspaces with Random Classification Noise. We establish an information-computation tradeoff suggesting an inherent gap between the sample complexity of the problem and the sample…

Machine Learning · Computer Science 2023-06-29 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

We reformulate the information causality in a more general framework by adopting the results of signal propagation and computation in a noisy circuit. In our framework, the information causality leads to a broad class of Tsirelson…

Quantum Physics · Physics 2013-05-29 Li-Yi Hsu , I-Ching Yu , Feng-Li Lin

We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov

To investigate objects without a describable notion of distance, one can gather ordinal information by asking triplet comparisons of the form "Is object $x$ closer to $y$ or is $x$ closer to $z$?" In order to learn from such data, the…

Machine Learning · Computer Science 2019-06-28 Michael Lohaus , Philipp Hennig , Ulrike von Luxburg

A new method is introduced to obtain a strong signal by the interference of weak signals in noisy channels. The method is based on the interference of 1/f noise from parallel channels. One realization of stochastic interference is the…

Chaotic Dynamics · Physics 2009-11-07 K. Svozil , D. Felix , K. Ehrenberger

We develop a novel framework for costly information acquisition in which a decision-maker learns about an unobserved state by choosing a signal distribution, with the cost of information determined by the distribution of noise in the…

Theoretical Economics · Economics 2025-03-27 Peter Achim , Kemal Ozbek

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Learning and decision-making in domains with naturally high noise-to-signal ratio, such as Finance or Healthcare, is often challenging, while the stakes are very high. In this paper, we study the problem of learning and acting under a…

Machine Learning · Computer Science 2023-09-26 Yikai Zhang , Songzhu Zheng , Mina Dalirrooyfard , Pengxiang Wu , Anderson Schneider , Anant Raj , Yuriy Nevmyvaka , Chao Chen

This paper deals with developing tests for checking whether an unknown system has certain structural properties. The tests that we are aiming at are in terms of noisy input-state-output data obtained from the unknown system. Since, in…

Optimization and Control · Mathematics 2020-10-30 Jaap Eising , Harry Trentelman

A recent method for causal discovery is in many cases able to infer whether X causes Y or Y causes X for just two observed variables X and Y. It is based on the observation that there exist (non-Gaussian) joint distributions P(X,Y) for…

Information Theory · Computer Science 2009-10-12 Dominik Janzing , Bastian Steudel

An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-09 Nicolas Tessore
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