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Multivariate information theory provides a general and principled framework for understanding how the components of a complex system are connected. Existing analyses are coarse in nature -- built up from characterizations of discrete…

Information Theory · Computer Science 2025-05-30 Kieran A. Murphy , Yujing Zhang , Dani S. Bassett

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…

Optimization and Control · Mathematics 2026-04-14 Aron Karakai , Jaap Eising , Andrea Martinelli , Florian Dörfler

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

This work describes the principled design of a theoretical framework leading to fast and accurate algorithmic information measures on finite multisets of finite strings by means of compression. One distinctive feature of our approach is to…

Information Theory · Computer Science 2025-02-25 François Cayre

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao

In the framework of solid mechanics, the task of deriving material parameters from experimental data has recently re-emerged with the progress in full-field measurement capabilities and the renewed advances of machine learning. In this…

Computational Engineering, Finance, and Science · Computer Science 2026-01-27 Ulrich Römer , Stefan Hartmann , Jendrik-Alexander Tröger , David Anton , Henning Wessels , Moritz Flaschel , Laura De Lorenzis

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…

Probability · Mathematics 2009-11-10 Nihat Ay , James P. Crutchfield

Uncovering the structure of socioeconomic systems and timely estimation of socioeconomic status are significant for economic development. The understanding of socioeconomic processes provides foundations to quantify global economic…

Physics and Society · Physics 2019-07-02 Jian Gao , Yi-Cheng Zhang , Tao Zhou

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate distortion theory to use causal shielding---a natural principle of learning. We study two distinct cases of causal inference:…

Information Theory · Computer Science 2010-08-23 Susanne Still , James P. Crutchfield , Christopher J. Ellison

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

Computation · Statistics 2016-06-29 K. Konakli , B. Sudret

We examine the coordinated and universal rate-efficient sampling of a subset of correlated discrete memoryless sources followed by lossy compression of the sampled sources. The goal is to reconstruct a predesignated subset of sources within…

Information Theory · Computer Science 2017-06-23 Vinay Praneeth Boda , Prakash Narayan

We consider the question of whether thermodynamic macrostates are objective consequences of dynamics, or subjective reflections of our ignorance of a physical system. We argue that they are both; more specifically, that the set of…

Statistical Mechanics · Physics 2025-01-07 Cosma Rohilla Shalizi , Cristopher Moore

An information-theoretic framework is introduced to analyze last-layer embedding, focusing on learned representations for regression tasks. We define representation-rate and derive limits on the reliability with which input-output…

Information Theory · Computer Science 2026-05-27 Deborah Pereg , Michael Wand

In complex environments, there are costs to both ignorance and perception. An organism needs to track fitness-relevant information about its world, but the more information it tracks, the more resources it must devote to memory and…

Neurons and Cognition · Quantitative Biology 2018-10-17 Sarah E. Marzen , Simon DeDeo

Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Data Analysis, Statistics and Probability · Physics 2012-02-20 David Kleinhans

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Ryan McCloy , Lai Wei , Jie Bao

Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…

Methodology · Statistics 2016-05-31 Huang Huang , Ying Sun

Modern compression algorithms exploit complex structures that are present in signals to describe them very efficiently. On the other hand, the field of compressed sensing is built upon the observation that "structured" signals can be…

Information Theory · Computer Science 2016-01-08 Farideh Ebrahim Rezagah , Shirin Jalali , Elza Erkip , H. Vincent Poor

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi