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In this work we examine the problem of data-driven prediction. That is, given a LTI system with unknown dynamics, we wish to use data collected from the system to predict the system's output response to a given sequence of known inputs.…

Optimization and Control · Mathematics 2026-04-14 Joel Stevens , Jeremy Coulson

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

In this paper, we explore a scenario where a sender provides an information policy and a receiver, upon observing a realization of this policy, decides whether to take a particular action, such as making a purchase. The sender's objective…

Numerical Analysis · Mathematics 2024-12-13 Jorge Justiniano , Andreas Kleiner , Benny Moldovanu , Martin Rumpf , Philipp Strack

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of…

Machine Learning · Computer Science 2024-03-20 Kieran A. Murphy , Dani S. Bassett

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

A robot's dynamics -- especially the degree and location of compliance -- can significantly affect performance and control complexity. Passive dynamics can be designed with good regions of attraction or limit cycles for a specific task, but…

Robotics · Computer Science 2021-03-30 Kevin Haninger

Finding observing path creating its observer is important problem in physics and information science. In observing processes, each observation is act changing the observing process that generates interactive observation. Each interaction is…

Adaptation and Self-Organizing Systems · Physics 2020-07-09 Vladimir S. Lerner

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

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Despite the wide usage of information as a concept in science, we have yet to develop a clear & concise scientific definition. This paper is aimed at laying the foundations for a new theory concerning the mechanics of information alongside…

General Physics · Physics 2017-07-13 Kiyam Lin , SongLing Lin

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

Quantum Physics · Physics 2026-04-21 Evan Peters

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

In this paper, we identify a radically new viewpoint on the collective behaviour of groups of intelligent agents. We first develop a highly general abstract model for the possible future lives that these agents may encounter as a result of…

Other Quantitative Biology · Quantitative Biology 2017-04-20 Richard P. Mann , Roman Garnett

Fisher information and Shannon entropy are fundamental tools for understanding and analyzing dynamical systems from complementary perspectives. They can characterize unknown parameters by quantifying the information contained in variables,…

Information Theory · Computer Science 2025-12-19 Yuxuan Bao , J. Nathan Kutz

Shannon's information entropy measures of the uncertainty of an event's outcome. If learning about a system reflects a decrease in uncertainty, then a plausible intuition is that learning should be accompanied by a decrease in the entropy…

Robotics · Computer Science 2015-02-20 Paul E. Smaldino

For sensory networks, we determine the rate with which they acquire information about the changing external conditions. Comparing this rate with the thermodynamic entropy production that quantifies the cost of maintaining the network, we…

Statistical Mechanics · Physics 2013-04-08 A. C. Barato , D Hartich , U. Seifert

Characterizing the efficiency of movements is important for a better management of the cities. More specifically, the connection between the efficiency and uncertainty (entropy) production of a transport process is not established yet. In…

Physics and Society · Physics 2021-05-13 Indaco Biazzo , Mohsen Ghasemi Nezhadhaghighi , Abolfazl Ramezanpour

Autonomous agents (robots) face tremendous challenges while interacting with heterogeneous human agents in close proximity. One of these challenges is that the autonomous agent does not have an accurate model tailored to the specific human…

Robotics · Computer Science 2023-04-25 Shuangge Wang , Yiwei Lyu , John M. Dolan