Related papers: Information sensitivity functions to assess parame…

In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…

The interactions between parameters, model structure, and outputs can determine what inferences, predictions, and control strategies are possible for a given system. Parameter space reduction and parameter estimation---and, more generally,…

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

In order to make better use of deep reinforcement learning in the creation of sensing policies for resource-constrained IoT devices, we present and study a novel reward function based on the Fisher information value. This reward function…

An important issue during an engineering design process is to develop an understanding which design parameters have the most influence on the performance. Especially in the context of optimization approaches this knowledge is crucial in…

The system identification capabilities of a novel information-theoretic method are examined here. Specifically, this work uses information-theoretic metrics and vibration-based measurements to enhance damping estimation accuracy in…

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Iterated function systems (IFS) provide a powerful method for constructing fractals and modeling complex structures. This paper develops the notion of a dynamical system of IFS to study how an initial IFS evolves over time. We construct a…

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Information flow or information transfer is an important concept in dynamical systems which has applications in a wide variety of scientific disciplines. In this study, we show that a rigorous formalism can be established in the context of…

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

Influence functions (IFs) elucidate how training data changes model behavior. However, the increasing size and non-convexity in large-scale models make IFs inaccurate. We suspect that the fragility comes from the first-order approximation…

An interactive stochastics, evaluated by an entropy functional (EF) of a random field and informational process' path functional (IPF), allows us modeling the evolutionary information processes and revealing regularities of evolution…