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We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…

Statistics Theory · Mathematics 2014-11-19 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

This paper introduces a framework for modeling cyclical and feedback-driven information flow through a generalized family of entropy-modulated transformations called derangetropy functionals. Unlike scalar and static entropy measures such…

Information Theory · Computer Science 2025-06-17 Masoud Ataei , Xiaogang Wang

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…

Statistical Mechanics · Physics 2026-05-28 John W. Biddle

Using the formalism of information theory, we analyze the mechanism of information transduction in a simple one-step signaling cascade S$\rightarrow$X representing the gene regulatory network. Approximating the signaling channel to be…

Molecular Networks · Quantitative Biology 2018-11-14 Mintu Nandi , Ayan Biswas , Suman K Banik , Pinaki Chaudhury

Fundamental relations between information and estimation have been established in the literature for the continuous-time Gaussian and Poisson channels, in a long line of work starting from the classical representation theorems by Duncan and…

Information Theory · Computer Science 2017-04-19 Jiantao Jiao , Kartik Venkat , Tsachy Weissman

Computations of entropy in thermodynamics rely on discreteness of the spectra of the subsystems. We argue that, for cases with continuous spectra (typically, radiation), there is a useful definition of entropy flow based on discretizing the…

Quantum Physics · Physics 2025-06-05 Sergei Khlebnikov

Particle Flow Filters perform the measurement update by moving particles to a different location rather than modifying the particles' weight based on the likelihood. Their movement (flow) is dictated by a drift term, which continuously…

Computational Engineering, Finance, and Science · Computer Science 2025-07-04 Simone Servadio

We investigate the irreversible entropy production of a qubit in contact with an environment modelled by a microscopic collision model both in Markovian and non-Markovian regimes. Our main goal is to contribute to the discussions on the…

Quantum Physics · Physics 2022-06-15 Hüseyin T. Şenyaşa , Şahinde Kesgin , Göktuğ Karpat , Barış Çakmak

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

The Markovian evolution of an open quantum system is characterized by a positive entropy production, while the global entropy gets redistributed between the system and the environment degrees of freedom. Starting from these premises, we…

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…

Quantitative Methods · Quantitative Biology 2023-11-09 Siddhartha Srivastava , Krishna Garikipati

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

Hidden information emerges under impulse interactions with Markov diffusion process modeling interactive random environment. Impulse yes no action cuts Markov correlations revealing Bit of hidden information connected correlated states.…

Adaptation and Self-Organizing Systems · Physics 2019-05-16 Vladimir S. Lerner

Entropy production and the detailed fluctuation theorem are of fundamental importance for thermodynamic processes. In this paper, we study the multiple entropy production for multitime quantum processes in a unified framework. For closed…

Quantum Physics · Physics 2023-09-27 Zhiqiang Huang