Related papers: Nonparametric Maximum Entropy Estimation on Inform…
For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…
The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…
In this work, conditional entropy is used to quantify the information loss induced by passing a continuous random variable through a memoryless nonlinear input-output system. We derive an expression for the information loss depending on the…
An information theoretic approach inspired by quantum statistical mechanics was recently proposed as a means to optimize network models and to assess their likelihood against synthetic and real-world networks. Importantly, this method does…
The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…
For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…
Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…
The use of maximum entropy inference in reasoning with uncertain information is commonly justified by an information-theoretic argument. This paper discusses a possible objection to this information-theoretic justification and shows how it…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…
When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…
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…
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…
Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…
The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…
Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…
Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…
This thesis consolidates, improves and extends the smooth entropy framework for non-asymptotic information theory and cryptography. We investigate the conditional min- and max-entropy for quantum states, generalizations of classical R\'enyi…