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In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

While mutual information effectively quantifies dependence between two variables, it does not by itself reveal the complex, fine-grained interactions among variables, i.e., how multiple sources contribute redundantly, uniquely, or…

Information Theory · Computer Science 2026-05-05 Aobo Lyu , Andrew Clark , Netanel Raviv

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

Data informativity provides a theoretical foundation for determining whether collected data are sufficiently informative to achieve specific control objectives in data-driven control frameworks. In this study, we investigate the data…

Optimization and Control · Mathematics 2026-04-22 Taira Kaminaga , Hampei Sasahara

The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the…

Neurons and Cognition · Quantitative Biology 2019-02-27 Ludovico Minati , Natsue Yoshimura , Mattia Frasca , Stanislaw Drozdz , Yasuharu Koike

Inferring patterns of synchronous brain activity from a heterogeneous sample of electroencephalograms (EEG) is scientifically and methodologically challenging. While it is intuitively and statistically appealing to rely on readings from…

The characterisation of information processing is an important task in complex systems science. Information dynamics is a quantitative methodology for modelling the intrinsic information processing conducted by a process represented as a…

Information Theory · Computer Science 2018-08-01 Richard E. Spinney , Joseph T. Lizier

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

We study semi-supervised stochastic optimization when labeled data is scarce but predictions from pre-trained models are available. PPI and SVRG both reduce variance through control variates -- PPI uses predictions, SVRG uses reference…

Machine Learning · Computer Science 2026-01-30 Ruicheng Ao , Hongyu Chen , Haoyang Liu , David Simchi-Levi , Will Wei Sun

We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties,…

Systems and Control · Computer Science 2019-08-07 Mahendra Singh Tomar , Matthias Rungger , Majid Zamani

The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…

Optimization and Control · Mathematics 2024-05-21 Jared Miller , Tianyu Dai , Mario Sznaier

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

In this paper we develop new data informativity based controller synthesis methods that extend existing frameworks in two relevant directions: a more general noise characterization in terms of cross-covariance bounds and informativity…

Optimization and Control · Mathematics 2022-03-24 Tom R. V. Steentjes , Mircea Lazar , Paul M. J. Van den Hof

This paper proposes that the mathematical relationship between an entropy distribution and its limit offers some new insight into system performance. This relationship is used to quantify variation among the entities of a system, where…

Information Theory · Computer Science 2007-07-16 Ken Krechmer

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

The tension between qualitative theorizing and quantitative methods is pervasive in the social sciences, and poses a constant challenge to empirical research. But in science studies as an interdisciplinary specialty, there are additional…

Digital Libraries · Computer Science 2015-05-25 Loet Leydesdorff

One central goal of design of observational studies is to embed non-experimental data into an approximate randomized controlled trial using statistical matching. Despite empirical researchers' best intention and effort to create…

Methodology · Statistics 2022-06-22 Kan Chen , Siyu Heng , Qi Long , Bo Zhang

Estimating mutual correlations between random variables or data streams is essential for intelligent behavior and decision-making. As a fundamental quantity for measuring statistical relationships, mutual information has been extensively…

Information Theory · Computer Science 2024-02-16 Zhengyang Hu , Song Kang , Qunsong Zeng , Kaibin Huang , Yanchao Yang

In his 1948 seminal paper A Mathematical Theory of Communication that birthed information theory, Claude Shannon introduced mutual information (MI), which he called "rate of transmission", as a way to quantify information gain (IG) and…

Information Theory · Computer Science 2025-05-20 Quan Nguyen , Adji Bousso Dieng
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