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Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

Feedback or closed-loop control allows dynamical systems to increase their performance up to a limit imposed by the second law of thermodynamics. It is expected that within this limit, the system performance increases as the controller uses…

Statistical Mechanics · Physics 2012-05-22 F. J. Cao , M. Feito

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

Statistical Mechanics · Physics 2021-01-04 Hendrik Schawe , Alexander K. Hartmann

Fundamental limits on the controllability of physical systems are discussed in the light of information theory. It is shown that the second law of thermodynamics, when generalized to include information, sets absolute limits to the minimum…

chao-dyn · Physics 2007-05-23 Hugo Touchette , Seth Lloyd

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

Probability · Mathematics 2015-01-06 Alberto Chiarini , Markus Fischer

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

We prove a lower bound on the relative entropy between two finite-dimensional states in terms of their entropy difference and the dimension of the underlying space. The inequality is tight in the sense that equality can be attained for any…

Quantum Physics · Physics 2015-03-16 David Reeb , Michael M. Wolf

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

We investigate the consequences of information exchange between a system and a measurement-feedback apparatus that cools the system below the environmental temperature. A quantitative relationship between entropy pumping and information…

Statistical Mechanics · Physics 2025-08-19 Andreas Dechant , Jakob Hüpfl , Shuta Kobayashi , Sosuke Ito , Stefan Rotter

We investigate a measurement-feedback process of repeated operations with time delay. During a finite-time interval, measurement on the system is performed and the feedback protocol derived from the measurement outcome is applied with time…

Statistical Mechanics · Physics 2020-01-08 Chulan Kwon , Jaegon Um , Hyunggyu Park

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Statistical Mechanics · Physics 2018-03-12 Lukas P. Fischer , Patrick Pietzonka , Udo Seifert

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are \emph{not} dependent upon conservation laws or…

Statistical Mechanics · Physics 2020-10-28 Eric Smith

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

We discuss a method that employs a multilayer perceptron to detect deviations from a reference model in large multivariate datasets. Our data analysis strategy does not rely on any prior assumption on the nature of the deviation. It is…

High Energy Physics - Phenomenology · Physics 2021-09-24 Raffaele Tito D'Agnolo , Gaia Grosso , Maurizio Pierini , Andrea Wulzer , Marco Zanetti

Virtual potentials are an elegant, precise and flexible tool to manipulate small systems and explore fundamental questions in stochastic thermodynamics. In particular double-well potentials have applications in information processing, such…

Statistical Mechanics · Physics 2024-07-25 Salambô Dago , Nicolas Barros , Jorge Pereda , Sergio Ciliberto , Ludovic Bellon

For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in…

Data Analysis, Statistics and Probability · Physics 2024-12-06 Peter Werner , Alexander K. Hartmann

We define the concept of dependence among multiple variables using maximum entropy techniques and introduce a graphical notation to denote the dependencies. Direct inference of information theoretic quantities from data uncovers…

Quantitative Methods · Quantitative Biology 2007-07-13 Ilya Nemenman

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar
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