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A model of sensory information processing is presented. The model assumes that learning of internal (hidden) generative models, which can predict the future and evaluate the precision of that prediction, is of central importance for…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Andras Lorincz

Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We…

Machine Learning · Statistics 2025-09-15 Agus Sudjianto , Denis Burakov

Elementary cellular automata (ECA) present iconic examples of complex systems. Though described only by one-dimensional strings of binary cells evolving according to nearest-neighbour update rules, certain ECA rules manifest complex…

Quantum Physics · Physics 2024-03-21 Matthew Ho , Andri Pradana , Thomas J. Elliott , Lock Yue Chew , Mile Gu

Information flow analysis is a powerful technique for reasoning about the sensitive information exposed by a program during its execution. While past work has proposed information theoretic metrics (e.g., Shannon entropy, min-entropy,…

Cryptography and Security · Computer Science 2010-09-22 Ji Zhu , Mudhakar Srivatsa

Discovering mathematical models that characterize the observed behavior of dynamical systems remains a major challenge, especially for systems in a chaotic regime. The challenge is even greater when the physics underlying such systems is…

Computational Physics · Physics 2023-12-25 Mario De Florio , Ioannis G. Kevrekidis , George Em Karniadakis

This paper proposes a tractable framework to determine key characteristics of non-linear dynamic systems by converting physics-informed neural networks to a mixed integer linear program. Our focus is on power system applications.…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Georgios S. Misyris , Jochen Stiasny , Spyros Chatzivasileiadis

While frameworks based on physical grounds (like the Drift-Diffusion Model) have been exhaustively used in psychology and neuroscience to describe perceptual decision-making in humans, analogous approaches for more complex situations like…

Physics and Society · Physics 2022-12-19 Javier Cristín , Vicenç Méndez , Daniel Campos

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

Portfolio Management · Quantitative Finance 2025-10-15 Sid Ghatak , Arman Khaledian , Navid Parvini , Nariman Khaledian

Information engines can use structured environments as a resource to generate work by randomizing ordered inputs and leveraging the increased Shannon entropy to transfer energy from a thermal reservoir to a work reservoir. We give a broadly…

Statistical Mechanics · Physics 2017-02-01 Alexander B. Boyd , Dibyendu Mandal , James P. Crutchfield

What is the most crucial characteristic of a system with life activity? Currently, many theories have attempted to explain the most essential difference between living systems and general systems, such as the self-organization theory and…

Molecular Networks · Quantitative Biology 2025-01-29 Mingzhe Yang , Linli Pan , Jiang Zhang

This paper introduces a framework for regression with dimensionally distributed data with a fusion center. A cooperative learning algorithm, the iterative conditional expectation algorithm (ICEA), is designed within this framework. The…

Information Theory · Computer Science 2008-07-22 Haipeng Zheng , Sanjeev R. Kulkarni , H. Vincent Poor

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

The impulses, cutting entropy functional (EF) measure on trajectories Markov diffusion process, integrate information path functional (IPF) composing discrete information Bits extracted from observing random process. Each cut brings memory…

Adaptation and Self-Organizing Systems · Physics 2016-02-02 Vladimir S. Lerner

We propose a microscopic model to describe how individual opinions shared between interacting agents initiate excessive collective expectations about a new idea or an innovation, followed by a swift collapse towards a dramatic collective…

Adaptation and Self-Organizing Systems · Physics 2019-08-15 Fariba Hashemi , Olivier Gallay , Max-Olivier Hongler

We study the emergence of information integration in cellular automata (CA) with respect to states in the long run. Information integration is in this case quantified by applying the information-theoretic measure known as total correlation…

Cellular Automata and Lattice Gases · Physics 2015-06-04 Kátia K. Cassiano , Valmir C. Barbosa

We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data…

Statistical Finance · Quantitative Finance 2017-04-05 J. M. Chen , A. G. Hawkes , E. Scalas , M. Trinh

Reliable detection and classification of power system events are critical for maintaining grid stability and situational awareness. Existing approaches often depend on limited labeled datasets, which restricts their ability to generalize to…

Signal Processing · Electrical Eng. & Systems 2026-05-22 Yi Hu , Zheyuan Cheng

The urban intersection is a typically dynamic and complex scenario for intelligent vehicles, which exists a variety of driving behaviors and traffic participants. Accurately modelling the driver behavior at the intersection is essential for…

Computer Vision and Pattern Recognition · Computer Science 2020-07-14 Zirui Li , Chao Lu , Cheng Gong , Cheng Gong , Jinghang Li , Lianzhen Wei

Iterative probabilistic inference, popularly dubbed the soft-iterative paradigm, has found great use in a wide range of communication applications, including turbo decoding and turbo equalization. The classic approach of analyzing the…

Information Theory · Computer Science 2015-06-16 Jing Li , Kai Xie

We explore the emergence of intelligent behavior in artificial systems by investigating how the complexity of rule-based systems influences the capabilities of models trained to predict these rules. Our study focuses on elementary cellular…

Artificial Intelligence · Computer Science 2025-03-04 Shiyang Zhang , Aakash Patel , Syed A Rizvi , Nianchen Liu , Sizhuang He , Amin Karbasi , Emanuele Zappala , David van Dijk