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Consider a user who wishes to store a file in multiple servers such that at least t servers are needed to reconstruct the file, and z colluding servers cannot learn any information about the file. Unlike traditional secret-sharing models,…

Information Theory · Computer Science 2022-07-28 Remi A. Chou

In this paper, we study the behavior of information ratio (IR) as determined by the fundamental law of active investment management. We extend the classic relationship between IR and its two determinants (i.e., information coefficient and…

Portfolio Management · Quantitative Finance 2021-05-24 Feng Zhang , Xi Wang , Honggao Cao

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

It is folklore particularly in numerical and computer sciences that, instead of solving some general problem f:A->B, additional structural information about the input x in A (that is any kind of promise that x belongs to a certain subset A'…

Computational Complexity · Computer Science 2009-09-02 Martin Ziegler

We define a new notion of information cost for quantum protocols, and a corresponding notion of quantum information complexity for bipartite quantum channels, and then investigate the properties of such quantities. These are the fully…

Quantum Physics · Physics 2014-04-16 Dave Touchette

This paper characterizes convex information costs using an axiomatic approach. We employ mixture convexity and sub-additivity, which capture the idea that producing "balanced" outputs is less costly than producing ``extreme'' ones. Our…

Theoretical Economics · Economics 2025-09-03 Davide Bordoli , Ryota Iijima

We study super--replication of European contingent claims in an illiquid market with insider information. Illiquidity is captured by quadratic transaction costs and insider information is modeled by an investor who can peek into the future.…

Mathematical Finance · Quantitative Finance 2020-10-01 Yan Dolinsky , Jonathan Zouari

We study the computational complexity of two Boolean nonlinearity measures: the nonlinearity and the multiplicative complexity. We show that if one-way functions exist, no algorithm can compute the multiplicative complexity in time…

Computational Complexity · Computer Science 2014-03-04 Magnus Gausdal Find

We consider the problem of partial order production: arrange the elements of an unknown totally ordered set T into a target partially ordered set S, by comparing a minimum number of pairs in T. Special cases include sorting by comparisons,…

Data Structures and Algorithms · Computer Science 2010-05-06 Jean Cardinal , Samuel Fiorini , Gwenaël Joret , Raphaël M. Jungers , J. Ian Munro

The study of the fundamental limits of information systems is a central theme in information theory. Both the traditional analytical approach and the recently proposed computational approach have significant limitations, where the former is…

Information Theory · Computer Science 2022-05-04 Wenjing Chen , Chao Tian

In this paper, we study the query complexity of Boolean functions in the presence of uncertainty, motivated by parallel computation with an unlimited number of processors where inputs are allowed to be unknown. We allow each query to…

Computational Complexity · Computer Science 2025-07-02 Deepu Benson , Balagopal Komarath , Nikhil Mande , Sai Soumya Nalli , Jayalal Sarma , Karteek Sreenivasaiah

In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically…

Pricing of Securities · Quantitative Finance 2011-08-05 Dorje C. Brody , Yan Tai Law

We consider information retrieval when the data, for instance multimedia, is coputationally expensive to fetch. Our approach uses "information filters" to considerably narrow the universe of possiblities before retrieval. We are especially…

Information Retrieval · Computer Science 2007-05-23 Neil C. Rowe

In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn $x=(x_1,\ldots,x_n) \in \{0,1\}^n$ from a stream of random linear equations over $\mathrm{F}_2$ that are correct with…

Machine Learning · Computer Science 2021-07-07 Sumegha Garg , Pravesh K. Kothari , Pengda Liu , Ran Raz

A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

In this paper, we investigate mutual information as a cost function for clustering, and show in which cases hard, i.e., deterministic, clusters are optimal. Using convexity properties of mutual information, we show that certain formulations…

Information Theory · Computer Science 2017-06-13 Bernhard C. Geiger , Rana Ali Amjad

A competitive market is modeled as a game of incomplete information. One player observes some payoff-relevant state and can sell (possibly noisy) messages thereof to the other, whose willingness to pay is contingent on their own beliefs. We…

Computer Science and Game Theory · Computer Science 2025-05-02 Thomas Falconer , Anubhav Ratha , Jalal Kazempour , Pierre Pinson , Maryam Kamgarpour

Operator learning has emerged as a new paradigm for the data-driven approximation of nonlinear operators. Despite its empirical success, the theoretical underpinnings governing the conditions for efficient operator learning remain…

Machine Learning · Computer Science 2024-10-21 Nikola B. Kovachki , Samuel Lanthaler , Hrushikesh Mhaskar

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available…

Methodology · Statistics 2022-10-25 Sergey Tarima , Nancy Flournoy
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