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Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementarity problems. We also develop a sensitivity metric to…

Optimization and Control · Mathematics 2018-10-10 Sriram Sankaranarayanan , Felipe Feijoo , Sauleh Siddiqui

The celebrated Evans-Searles, respectively Gallavotti-Cohen, fluctuation theorem concerns certain universal statistical features of the entropy production rate of a classical system in a transient, respectively steady, state. In this paper,…

Mathematical Physics · Physics 2025-08-05 T. Benoist , L. Bruneau , V. Jakšić , A. Panati , C. -A. Pillet

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

We consider the problem of modulation and estimation of a random parameter $U$ to be conveyed across a discrete memoryless channel. Upper and lower bounds are derived for the best achievable exponential decay rate of a general moment of the…

Information Theory · Computer Science 2016-11-17 Neri Merhav

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

We develop a general framework for parameter estimation that allows only trusted parties to access the result and achieves optimal precision. The protocols are designed such that adversaries can access some information indeterministically,…

Quantum Physics · Physics 2019-02-20 Zixin Huang , Chiara Macchiavello , Lorenzo Maccone

Uncertainty quantification is a key aspect in many tasks such as model selection/regularization, or quantifying prediction uncertainties to perform active learning or OOD detection. Within credal approaches that consider modeling…

Machine Learning · Computer Science 2026-03-26 Tuan-Anh Vu , Sébastien Destercke , Frédéric Pichon

We improve the entropic uncertainty relations for position and momentum coarse-grained measurements. We derive the continuous, coarse-grained counterparts of the discrete uncertainty relations based on the concept of majorization. The…

Quantum Physics · Physics 2015-06-30 Łukasz Rudnicki

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

It is observed that the entropy reduction (the information gain in the initial terminology) of an efficient (ideal or pure) quantum measurement coincides with the generalized quantum mutual information of a q-c channel mapping an a priori…

Quantum Physics · Physics 2015-05-20 M. E. Shirokov

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

We present a rigorous security analysis of Continuous-Variable Measurement-Device Independent Quantum Key Distribution (CV MDI QKD) in a finite size scenario. The security proof is obtained in two steps: by first assessing the security…

Quantum Physics · Physics 2018-06-12 Cosmo Lupo , Carlo Ottaviani , Panagiotis Papanastasiou , Stefano Pirandola

The estimation of multiple parameters is a ubiquitous requirement in many quantum metrology applications. However, achieving the ultimate precision limit, i.e. the quantum Cram\'er-Rao bound, becomes challenging in these scenarios compared…

Quantum Physics · Physics 2024-11-25 Ben Wang , Kaimin Zheng , Qian Xie , Aonan Zhang , Liang Xu , Lijian Zhang

Quantum cryptographic protocols solve the longstanding problem of distributing a shared secret string to two distant users by typically making use of one-way quantum channel. However, alternative protocols exploiting two-way quantum channel…

Quantum Physics · Physics 2015-05-01 Jesni Shamsul Shaari , Stefano Mancini

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland

In this work we derive a number of chain rules for mutual information quantities, suitable for analyzing quantum cryptography with imperfect devices that leak additional information to an adversary. First, we derive a chain rule between…

Quantum Physics · Physics 2024-12-10 Amir Arqand , Tony Metger , Ernest Y. -Z. Tan

Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…

Mathematical Physics · Physics 2010-09-07 Congjie Ou , Aziz El Kaabouchi , Qiuping A. Wang , Jincan Chen

Quantum security improves cryptographic protocols by applying quantum mechanics principles, assuring resistance to both quantum and conventional computer attacks. This work addresses these issues by integrating Quantum Key Distribution…

Cryptography and Security · Computer Science 2025-02-18 Tasmin Karim , Md. Shazzad Hossain Shaon , Md. Fahim Sultan , Mst Shapna Akter