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Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Any measurement is intended to provide information on a system, namely knowledge about its state. However, we learn from quantum theory that it is generally impossible to extract information without disturbing the state of the system or its…

Quantum Physics · Physics 2020-11-18 Giacomo Mauro D'Ariano , Paolo Perinotti , Alessandro Tosini

Data integration is a notoriously difficult and heuristic-driven process, especially when ground-truth data are not readily available. This paper presents a measure of uncertainty by providing maximal and minimal ranges of a query outcome…

Databases · Computer Science 2023-09-12 Deniz Turkcapar , Sanjay Krishnan

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

Ranks estimated from data are uncertain and this poses a challenge in many applications. However, estimated ranks are deterministic functions of estimated parameters, so the uncertainty in the ranks must be determined by the uncertainty in…

Methodology · Statistics 2023-06-22 Justin Rising

We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and conditional variances and provide a quantification of the…

Statistics Theory · Mathematics 2026-03-23 Sanjay Chaudhuri , Dean Dustin , Bertrand Clarke

We propose indifference pricing to estimate the value of the weak information. Our framework allows for tractability, quantifying the amount of additional information, and permits the description of the smallness and the stability with…

Mathematical Finance · Quantitative Finance 2024-08-06 Fabrice Baudoin , Oleksii Mostovyi

Biologists measure information in different ways. Neurobiologists and researchers in bioinformatics often measure information using information-theoretic measures such as Shannon's entropy or mutual information. Behavioral biologists and…

Populations and Evolution · Quantitative Biology 2007-07-13 Carl T. Bergstrom , Michael Lachmann

Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…

Probability · Mathematics 2020-06-11 Jeremiah Birrell , Luc Rey-Bellet

We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical…

Econometrics · Economics 2025-08-19 Jiaying Gu , Nikolaos Ignatiadis , Azeem M. Shaikh

A simple framework for reasoning under uncertainty and intervention is introduced. This is achieved in three steps. First, logic is restated in set-theoretic terms to obtain a framework for reasoning under certainty. Second, this framework…

Statistics Theory · Mathematics 2010-08-18 Pedro A. Ortega

In the 21st century, many of the crucial scientific and technical issues facing humanity can be understood as problems associated with understanding, modelling, and ultimately controlling complex systems: systems comprised of a large number…

Information Theory · Computer Science 2025-01-20 Thomas F. Varley

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

To fully characterize the information that two `source' variables carry about a third `target' variable, one must decompose the total information into redundant, unique and synergistic components, i.e. obtain a partial information…

Information Theory · Computer Science 2015-05-13 Adam B. Barrett

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Simon R. Schultz , Stefano Panzeri

In this paper we formulate the problem of inference under incomplete information in very general terms. This includes modelling the process responsible for the incompleteness, which we call the incompleteness process. We allow the process…

Artificial Intelligence · Computer Science 2014-01-16 Marco Zaffalon , Enrique Miranda

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 study the intrinsic limitations of sequential convex optimization through the lens of feedback information theory. In the oracle model of optimization, an algorithm queries an {\em oracle} for noisy information about the unknown…

Information Theory · Computer Science 2011-09-12 Maxim Raginsky , Alexander Rakhlin

Donoho and Stark have shown that a precise deterministic recovery of missing information contained in a time interval shorter than the time-frequency uncertainty limit is possible. We analyze this signal recovery mechanism from a physics…

Quantum Physics · Physics 2015-06-11 Kazuo Fujikawa , Mo-Lin Ge , Yu-Long Liu , Qing Zhao