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An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

This chapter of the forthcoming Handbook of Graphical Models contains an overview of basic theorems and techniques from algebraic geometry and how they can be applied to the study of conditional independence and graphical models. It also…

Statistics Theory · Mathematics 2017-05-23 Thomas Kahle , Johannes Rauh , Seth Sullivant

The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

Differential privacy is a mathematical concept that provides an information-theoretic security guarantee. While differential privacy has emerged as a de facto standard for guaranteeing privacy in data sharing, the known mechanisms to…

Cryptography and Security · Computer Science 2024-03-26 March Boedihardjo , Thomas Strohmer , Roman Vershynin

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

Many statistical and machine learning approaches rely on pairwise distances between data points. The choice of distance metric has a fundamental impact on performance of these procedures, raising questions about how to appropriately…

Statistics Theory · Mathematics 2020-04-20 Didong Li , David B Dunson

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…

Information Theory · Computer Science 2014-06-18 Nils Bertschinger , Johannes Rauh , Eckehard Olbrich , Jürgen Jost , Nihat Ay

Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…

Probability · Mathematics 2009-11-11 Amir Dembo , Andrea Montanari

Information based thermodynamic logic is revisited. It consists of two parts: Part A applies the modern theory of probability in which an arbitrary convex function \phi is employed as an analytic "device" to express information as…

Statistical Mechanics · Physics 2023-12-07 Bing Miao , Hong Qian , Yong-Shi Wu

We solve explicitly the geodesic equation for a wide class of (pseudo)-Riemannian homogeneous manifolds (G/H,m), including those with G compact, as well as non-compact semisimple Lie groups, under a simple algebraic condition for the metric…

Differential Geometry · Mathematics 2018-11-20 Nikolaos Panagiotis Souris

Physics-informed machine learning (PIML) integrates partial differential equations (PDEs) into machine learning models to solve inverse problems, such as estimating coefficient functions (e.g., the Hamiltonian function) that characterize…

Computational Physics · Physics 2025-11-07 Yoh-ichi Mototake , Makoto Sasaki

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

This article is presented new method of description information systems in abstract 4-dimensional pseudo-Euclidean information space (4-DPIES) with using special relativity (SR) methods. This purpose core postulates of existence 4-DPIES are…

Information Theory · Computer Science 2011-11-10 O. I. Shro

There is growing interest in Bayesian clinical trial designs with informative prior distributions, e.g. for extrapolation of adult data to pediatrics, or use of external controls. While the classical type I error is commonly used to…

Methodology · Statistics 2023-09-06 Nicky Best , Maxine Ajimi , Beat Neuenschwander , Gaelle Saint-Hilary , Simon Wandel

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…

Methodology · Statistics 2011-07-26 Heng Lian

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

In this paper, we define a new information theoretic measure that we call the "uprooted information". We show that a necessary and sufficient condition for a probability $P(s|do(t))$ to be "identifiable" (in the sense of Pearl) in a graph…

Information Theory · Computer Science 2013-07-24 Robert R. Tucci

Hypothesis testing is a statistical inference framework for determining the true distribution among a set of possible distributions for a given dataset. Privacy restrictions may require the curator of the data or the respondents themselves…

Information Theory · Computer Science 2017-04-28 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon