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In the bayesian analysis of Inverse Problems most relevant cases the forward maps (FM, or regressor function) are defined in terms of a system of (O, P)DE's with intractable solutions. These necessarily involve a numerical method to find…

Computation · Statistics 2017-08-31 J. Andrés Christen , Marcos A. Capistrán , Miguel Ángel Moreles

Rate-distortion formulation is the information-theoretic approach to the study of signal encoding systems. Since a more general approach to model the nonstationarity exhibited by real-world signals is to use appropriately fitted time…

Information Theory · Computer Science 2019-11-01 Jia-Chyi Wu

A scenario involving a source, a channel, and a destination, where the destination is interested in {\em both} reliably reconstructing the message transmitted by the source and estimating with a fidelity criterion the state of the channel,…

Information Theory · Computer Science 2011-08-30 Wenyi Zhang , Satish Vedantam , Urbashi Mitra

A new source model, which consists of an intrinsic state part and an extrinsic observation part, is proposed and its information-theoretic characterization, namely its rate-distortion function, is defined and analyzed. Such a source model…

Information Theory · Computer Science 2022-06-02 Jiakun Liu , Shuo Shao , Wenyi Zhang , H. Vincent Poor

The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

Consider a discrete memoryless multiple source with $m$ components of which $k \leq m$ possibly different sources are sampled at each time instant and jointly compressed in order to reconstruct all the $m$ sources under a given distortion…

Information Theory · Computer Science 2016-07-15 Vinay Praneeth Boda , Prakash Narayan

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

In several areas of optics and photonics like wave propagation, digital holography, holographic microscopy, diffraction imaging, biomedical imaging and diffractive optics, the behavior of the electromagnetic waves has to be calculated with…

Optics · Physics 2018-02-14 Soheil Mehrabkhani , Thomas Schneider

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

We formalise the widespread idea of interpreting neural network decisions as an explicit optimisation problem in a rate-distortion framework. A set of input features is deemed relevant for a classification decision if the expected…

Machine Learning · Computer Science 2019-05-28 Jan Macdonald , Stephan Wäldchen , Sascha Hauch , Gitta Kutyniok

Density functional theory (DFT), the most widely adopted method in modern computational chemistry, fails to describe accurately the electronic structure of strongly correlated systems. Here we show that DFT can be formally and practically…

Chemical Physics · Physics 2022-04-18 Daniel Gibney , Jan-Niklas Boyn , David A. Mazziotti

The notions of disintegration and Bayesian inversion are fundamental in conditional probability theory. They produce channels, as conditional probabilities, from a joint state, or from an already given channel (in opposite direction). These…

Artificial Intelligence · Computer Science 2019-07-31 Kenta Cho , Bart Jacobs

In this paper, the rate-distortion theory of the Gray-Wyner lossy source coding system is investigated. For the case of jointly Gaussian distributed sources, we establish an expression for the rate-distortion function under the constraint…

Information Theory · Computer Science 2023-03-29 Guojun Chen , Yinfei Xu , Ling Liu , Tiecheng Song , Jing Hu

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

A critical challenge for reinforcement learning (RL) is making decisions based on incomplete and noisy observations, especially in perturbed and partially observable Markov decision processes (P$^2$OMDPs). Existing methods fail to mitigate…

Machine Learning · Computer Science 2025-12-02 Na Li , Hangguan Shan , Wei Ni , Wenjie Zhang , Xinyu Li , Yamin Wang

We present a new method to estimate the rate-distortion-perception function in the perfect realism regime (PR-RDPF), for multivariate continuous sources subject to a single-letter average distortion constraint. The proposed approach is not…

Information Theory · Computer Science 2024-01-31 Giuseppe Serra , Photios A. Stavrou , Marios Kountouris

This paper presents a new foundational approach to information theory based on the concept of the information efficiency of a recursive function, which is defined as the difference between the information in the input and the output. The…

Information Theory · Computer Science 2023-08-29 Pieter Adriaans

We study task-oriented lossy compression through the lens of rate-distortion-classification (RDC) representations. The source is Bernoulli, the distortion measure is Hamming, and the binary classification variable is coupled to the source…

Information Theory · Computer Science 2026-05-19 Nam Nguyen , Thinh Nguyen , Bella Bose