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Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…

Methodology · Statistics 2022-04-12 Rajbir-Singh Nirwan , Nils Bertschinger

The advances and development of various machine learning techniques has lead to practical solutions in various areas of science, engineering, medicine and finance. The great choice of algorithms, their implementations and libraries has…

Statistical Finance · Quantitative Finance 2024-10-04 Roman Belavkin , Panos Pardalos , Jose Principe

The problem of handling adaptivity in data analysis, intentional or not, permeates a variety of fields, including test-set overfitting in ML challenges and the accumulation of invalid scientific discoveries. We propose a mechanism for…

Machine Learning · Computer Science 2019-04-03 Blake Woodworth , Vitaly Feldman , Saharon Rosset , Nathan Srebro

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

We find a criterion to compare POVM measurements and decide which ones can extract more information from physical systems, with coarser POVMs always extracting less information. This criteria generalizes the previous definition of coarser…

Quantum Physics · Physics 2022-09-26 Adam Teixidó-Bonfill

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

This paper presents an approach to the evaluation and validation of mass spectrometry data for construction of an `early warning' diagnostic procedure. We describe implementation of a designed experiment and place emphasis on the consistent…

Statistics Theory · Mathematics 2007-06-13 Bart J. A. Mertens , M. E. de Noo , R. A. E. M. Tollenaar , A. M. Deelder

This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…

Statistics Theory · Mathematics 2016-01-11 Janne V. Kujala

Individual-level state-transition microsimulations (iSTMs) have proliferated for economic evaluations in place of cohort state transition models (cSTMs). Probabilistic economic evaluations quantify decision uncertainty and value of…

Quantitative Methods · Quantitative Biology 2024-09-10 Jeremy D. Goldhaber-Fiebert , Hawre Jalal , Fernando Alarid Escudero

Information entropy is applied to the state of knowledge of reaction amplitudes in pseudoscalar meson photoproduction, and a scheme is developed that quantifies the information content of a measured set of polarization observables. It is…

High Energy Physics - Phenomenology · Physics 2010-09-02 D. G. Ireland

We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical tools require that the significance level -- the "type-I error"…

Statistics Theory · Mathematics 2026-03-10 Ben Chugg , Etienne Gauthier , Michael I. Jordan , Aaditya Ramdas , Ian Waudby-Smith

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…

Methodology · Statistics 2019-08-14 Konstantinos Spiliopoulos

Information accounting provides a better foundation for hypothesis testing than does uncertainty quantification. A quantitative account of science is derived under this perspective that alleviates the need for epistemic bridge principles,…

Other Statistics · Statistics 2017-04-26 Grey Nearing , Hoshin Gupta

Would you trust physicians if they cannot explain their decisions to you? Medical diagnostics using machine learning gained enormously in importance within the last decade. However, without further enhancements many state-of-the-art machine…

Machine Learning · Computer Science 2022-06-01 Emanuel Slany , Yannik Ott , Stephan Scheele , Jan Paulus , Ute Schmid

The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…

Methodology · Statistics 2017-12-21 Mohamad S. Hasan

We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

Recently several more efficient versions of quantum state tomography have been proposed, with the purpose of making tomography feasible even for many-qubit states. The number of state parameters to be estimated is reduced by tentatively…

Quantum Physics · Physics 2015-05-27 J. O. S. Yin , S. J. van Enk

The selection of features that are relevant for a prediction or classification problem is an important problem in many domains involving high-dimensional data. Selecting features helps fighting the curse of dimensionality, improving the…

Machine Learning · Computer Science 2009-09-04 Michel Verleysen , Fabrice Rossi , Damien François

An alternative to current mainstream preprocessing methods is proposed: Value Selection (VS). Unlike the existing methods such as feature selection that removes features and instance selection that eliminates instances, value selection…

Machine Learning · Computer Science 2020-07-10 Gunarto Sindoro Njoo , Baihua Zheng , Kuo-Wei Hsu , Wen-Chih Peng
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