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The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partial feedback. This analysis inherits the simplicity and…

Machine Learning · Computer Science 2015-06-09 Daniel Russo , Benjamin Van Roy

How best to quantify the information of an object, whether natural or artifact, is a problem of wide interest. A related problem is the computability of an object. We present practical examples of a new way to address this problem. By…

Artificial Intelligence · Computer Science 2011-06-14 Fionn Murtagh

It is known that mutually unbiased bases, whenever they exist, are optimal in an information theoretic sense for the determination of unknown state of a quantum ensemble. These bases may not exist in most dimensions and some suboptimal…

Quantum Physics · Physics 2007-05-23 Manas Patra

In this paper, we evaluate dimensionality reduction methods in terms of difficulty in estimating visual information on original images from dimensionally reduced ones. Recently, dimensionality reduction has been receiving attention as the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-17 Masaki Kitayama , Hitoshi Kiya

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

We consider a set of probabilistic functions of some input variables as a representation of the inputs. We present bounds on how informative a representation is about input data. We extend these bounds to hierarchical representations so…

Machine Learning · Statistics 2015-02-03 Greg Ver Steeg , Aram Galstyan

In the course of any statistical analysis, it is necessary to consider issues of data quality and model appropriateness. Value of information methods were initially put forward in the middle of the twentieth century in order to provide a…

Methodology · Statistics 2021-12-02 Jacob Parsons , Le Bao

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

A neutrosophic set is a more general platform, which can be used to present uncertainty, imprecise, incomplete and inconsistent. In this paper a score function and an accuracy function for single valued neutrosophic sets is firstly proposed…

Artificial Intelligence · Computer Science 2014-12-18 Rıdvan Şahin

Parametric inference posits a statistical model that is a specified family of probability distributions. Restricted inference, e.g., restricted likelihood ratio testing, attempts to exploit the structure of a statistical submodel that is a…

Statistics Theory · Mathematics 2019-03-22 Michael W. Trosset , Carey E. Priebe

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 optimization of Value of Information (VoI) in sensor networks integrates awareness of the measured process in the communication system. However, most existing scheduling algorithms do not consider the specific needs of monitoring…

Networking and Internet Architecture · Computer Science 2022-04-27 Federico Chiariotti , Anders E. Kalør , Josefine Holm , Beatriz Soret , Petar Popovski

Classification and characterization of variable phenomena and transient phenomena are critical for astrophysics and cosmology. These objects are commonly studied using photometric time series or spectroscopic data. Given that many ongoing…

Instrumentation and Methods for Astrophysics · Physics 2020-01-08 Javiera Astudillo , Pavlos Protopapas , Karim Pichara , Pablo Huijse

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo…

Methodology · Statistics 2022-12-02 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Value iteration is a popular algorithm for finding near optimal policies for POMDPs. It is inefficient due to the need to account for the entire belief space, which necessitates the solution of large numbers of linear programs. In this…

Artificial Intelligence · Computer Science 2011-07-04 N. L. Zhang , W. Zhang

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…

Applications · Statistics 2017-01-23 Jussi Korpela , Emilia Oikarinen , Kai Puolamäki , Antti Ukkonen

The information decomposition problem requires an additive decomposition of the mutual information between the input and target variables into nonnegative terms. The recently introduced solution to this problem, Information Attribution,…

Information Theory · Computer Science 2022-07-13 Tomáš Kroupa , Sara Vannucci , Tomáš Votroubek

Statistical estimation often involves tradeoffs between expensive, high-quality measurements and a variety of lower-quality proxies. We introduce Multiple-Prediction-Powered Inference (MultiPPI): a general framework for constructing…

Data valuation is a powerful framework for providing statistical insights into which data are beneficial or detrimental to model training. Many Shapley-based data valuation methods have shown promising results in various downstream tasks,…

Machine Learning · Computer Science 2023-06-02 Yongchan Kwon , James Zou
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