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We consider statistical Markov Decision Processes where the decision maker is risk averse against model ambiguity. The latter is given by an unknown parameter which influences the transition law and the cost functions. Risk aversion is…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

A primary motivation for reasoning under uncertainty is to derive decisions in the face of inconclusive evidence. However, Shafer's theory of belief functions, which explicitly represents the underconstrained nature of many reasoning…

Artificial Intelligence · Computer Science 2013-04-08 Thomas M. Strat

Understanding and quantifying causal relationships between variables is essential for reasoning about the physical world. In this work, we develop a resource-theoretic framework to do so. Here, we focus on the simplest nontrivial setting --…

Our capacity to process information depends on the computational power at our disposal. Information theory captures our ability to distinguish states or communicate messages when it is unconstrained with unrivaled beauty and elegance. For…

Quantum Physics · Physics 2026-04-08 Johannes Jakob Meyer , Asad Raza , Jacopo Rizzo , Lorenzo Leone , Sofiene Jerbi , Jens Eisert

This article presents a type-based analysis for deriving upper bounds on the expected execution cost of probabilistic programs. The analysis is naturally compositional, parametric in the cost model, and supports higher order functions and…

Programming Languages · Computer Science 2020-09-23 Di Wang , David M Kahn , Jan Hoffmann

Due to the fact that basic uncertain information provides a simple form for decision information with certainty degree, it has been developed to reflect the quality of observed or subjective assessments. In order to study the algebra…

Artificial Intelligence · Computer Science 2021-04-28 Zhiyuan Zhou , Kai Xuan , Zhifu Tao , Ligang Zhou

We derive information-theoretic converses (i.e., lower bounds) for the minimum time required by any algorithm for distributed function computation over a network of point-to-point channels with finite capacity, where each node of the…

Information Theory · Computer Science 2017-01-04 Aolin Xu , Maxim Raginsky

The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under…

General Finance · Quantitative Finance 2015-11-23 Emmanuel Haven , Sandro Sozzo

Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…

Methodology · Statistics 2025-11-26 Snigdhansu Chatterjee , Gauri Sankar Datta , Yiren Hou , Abhyuday Mandal

We develop a qualitative model of decision making with two aims: to describe how people make simple decisions and to enable computer programs to do the same. Current approaches based on Planning or Decisions Theory either ignore uncertainty…

Artificial Intelligence · Computer Science 2013-02-18 Blai Bonet , Hector Geffner

Although some information-theoretic measures of uncertainty or granularity have been proposed in rough set theory, these measures are only dependent on the underlying partition and the cardinality of the universe, independent of the lower…

Artificial Intelligence · Computer Science 2011-02-02 Ping Zhu , Qiaoyan Wen

A quantum probability model is introduced and used to explain human probability judgment errors including the conjunction, disjunction, inverse, and conditional fallacies, as well as unpacking effects and partitioning effects. Quantum…

General Physics · Physics 2009-09-16 Jerome R. Busemeyer , Riccardo Franco , Emmanuel M. Pothos

We consider a simulation-based Ranking and Selection (R&S) problem with input uncertainty, where unknown input distributions can be estimated using input data arriving in batches of varying sizes over time. Each time a batch arrives,…

Optimization and Control · Mathematics 2022-09-05 Di Wu , Yuhao Wang , Enlu Zhou

A general notion of information-related complexity applicable to both natural and man-made systems is proposed. The overall approach is to explicitly consider a rational agent performing a certain task with a quantifiable degree of success.…

Data Analysis, Statistics and Probability · Physics 2013-01-18 Eugene Perevalov , David Grace

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Many probabilistic programming languages allow programs to be run under constraints in order to carry out Bayesian inference. Running programs under constraints could enable other uses such as rare event simulation and probabilistic…

Programming Languages · Computer Science 2015-01-19 Neil Toronto , Jay McCarthy , David Van Horn

Given a batch of human computation tasks, a commonly ignored aspect is how the price (i.e., the reward paid to human workers) of these tasks must be set or varied in order to meet latency or cost constraints. Often, the price is set…

Computer Science and Game Theory · Computer Science 2014-08-28 Yihan Gao , Aditya Parameswaran

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative…

Artificial Intelligence · Computer Science 2018-09-07 Heinke Hihn , Sebastian Gottwald , Daniel A. Braun

We present a general theory of quantum information processing devices, that can be applied to human decision makers, to atomic multimode registers, or to molecular high-spin registers. Our quantum decision theory is a generalization of the…

Quantum Physics · Physics 2009-11-13 V. I. Yukalov , D. Sornette

We produce a probabilistic space from logic, both classical and quantum, which is in addition partially ordered in such a way that entropy is monotone. In particular do we establish the following equation: Quantitative Probability = Logic +…

Quantum Physics · Physics 2009-09-29 Bob Coecke