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This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

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…

Quantum Physics · Physics 2026-04-21 Evan Peters

Ranked set sampling is a sampling design which has a wide range of applications in industrial statistics, and environmental and ecological studies, etc.. It is well known that ranked set samples provide more Fisher information than simple…

Statistics Theory · Mathematics 2013-01-21 Mohammad Jafari Jozani , Jafar Ahmadi

Obtaining meaningful quantitative descriptions of the statistical dependence within multivariate systems is a difficult open problem. Recently, the Partial Information Decomposition (PID) was proposed to decompose mutual information (MI)…

Information Theory · Computer Science 2017-02-21 Robin A. A. Ince

We develop information theory for the temporal behavior of memoryful agents moving through complex -- structured, stochastic -- environments. We introduce and explore information processes -- stochastic processes produced by cognitive…

Statistical Mechanics · Physics 2025-08-04 James P. Crutchfield , Alexandra Jurgens

Bayesian integral functional measure of entropy-uncertainty (EF) on trajectories of Markov multi-dimensional diffusion process is cutting off by interactive impulses (controls). Each cutoff minimax of EF superimposes and entangles…

Adaptation and Self-Organizing Systems · Physics 2014-10-03 Vladimir S. Lerner

The information-theoretic representation of quantum systems, which complements the familiar energy description of the density-functional and wave-function-based theories, is here discussed. According to it, the internal disorder of the…

Quantum Physics · Physics 2013-05-27 J. S. Dehesa , D. Manzano , P. S. Sánchez-Moreno , R. J. Yáñez

Let $X$ be a non-negative random variable and let the conditional distribution of a random variable $Y$, given $X$, be ${Poisson}(\gamma \cdot X)$, for a parameter $\gamma \geq 0$. We identify a natural loss function such that: 1) The…

Information Theory · Computer Science 2015-03-17 Rami Atar , Tsachy Weissman

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Baez, Fritz, and Leinster derived a method for characterizing Shannon entropy in classical systems. In this method, they considered a functor from a certain category to the monoid of non-negative real numbers with addition as a map from…

Quantum Physics · Physics 2023-09-20 K. Nakahira

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…

Information Theory · Computer Science 2015-04-28 Giuseppe Toscani

The Shannon based conditional entropy that underlies five-dimensional Einstein-Hilbert gravity coupled to a dilaton field is investigated in the context of dynamical holographic AdS/QCD models. Considering the UV and IR dominance limits of…

High Energy Physics - Theory · Physics 2016-09-22 Alex E. Bernardini , Roldao da Rocha

A measurement performed on a quantum system is an act of gaining information about its state, a view that is widespread in practical and foundational work in quantum theory. However, the concept of information in quantum theory…

Quantum Physics · Physics 2025-12-23 Yang Yu , Philip Goyal

This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. We use a number of interesting categories related to probability theory. In particular, we consider a category FinStat where an object is a…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…

General Physics · Physics 2007-05-23 Maria K. Koleva

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

Dynamical Systems · Mathematics 2013-09-25 Fryderyk Falniowski

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada