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In order to handle large data sets omnipresent in modern science, efficient compression algorithms are necessary. Here, a Bayesian data compression (BDC) algorithm that adapts to the specific measurement situation is derived in the context…

Data Analysis, Statistics and Probability · Physics 2021-03-01 Johannes Harth-Kitzerow , Reimar Leike , Philipp Arras , Torsten A. Enßlin

A modelling framework, based on the theory of signal processing, for characterising the dynamics of systems driven by the unravelling of information is outlined, and is applied to describe the process of decision making. The model input of…

Theoretical Economics · Economics 2022-04-14 Dorje C. Brody

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

Instrumentation and Methods for Astrophysics · Physics 2022-04-12 J. Lopez-Santiago , L. Martino , J. Miguez , M. A. Vazquez

One of the first tasks we learn as children is to grasp objects based on our tactile perception. Incorporating such skill in robots will enable multiple applications, such as increasing flexibility in industrial processes or providing…

Information-driven engines that rectify thermal fluctuations are a modern realization of the Maxwell-demon thought experiment. We introduce a simple design based on a heavy colloidal particle, held by an optical trap and immersed in water.…

Statistical Mechanics · Physics 2021-05-21 Tushar K. Saha , Joseph N. E. Lucero , Jannik Ehrich , David A. Sivak , John Bechhoefer

Understanding noisy information engines is a fundamental problem of non-equilibrium physics, particularly in biomolecular systems agitated by thermal and active fluctuations in the cell. By the generalized second law of thermodynamics, the…

Statistical Mechanics · Physics 2020-09-01 Govind Paneru , Sandipan Dutta , Takahiro Sagawa , Tsvi Tlusty , Hyuk Kyu Pak

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

While particle trajectories encode information on their governing potentials, potentials can be challenging to robustly extract from trajectories. Measurement errors may corrupt a particle's position, and sparse sampling of the potential…

Data Analysis, Statistics and Probability · Physics 2022-02-08 J. Shepard Bryan , Prithviraj Basak , John Bechhoefer , Steve Presse

We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar

Gravitational wave data from ground-based detectors is dominated by instrument noise. Signals will be comparatively weak, and our understanding of the noise will influence detection confidence and signal characterization. Mis-modeled noise…

General Relativity and Quantum Cosmology · Physics 2015-04-22 Tyson B. Littenberg , Neil J. Cornish

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

A central challenge in Gravitational Wave Astronomy is identifying weak signals in the presence of non-stationary and non-Gaussian noise. The separation of gravitational wave signals from noise requires good models for both. When accurate…

General Relativity and Quantum Cosmology · Physics 2015-06-17 Neil J. Cornish , Tyson B. Littenberg

Brownian information engines can extract work from thermal fluctuations by utilizing information. So far, the studies on Brownian information engines consider the system in a thermal bath; however, many processes in nature occur in a…

Statistical Mechanics · Physics 2022-07-26 Govind Paneru , Sandipan Dutta , Hyuk Kyu Pak

Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…

Machine Learning · Statistics 2025-09-09 Amnon Balanov , Tamir Bendory , Wasim Huleihel

We study an information-based mechanism of self-propulsion in noisy environment. An information swimmer maintains directional motion by periodically measuring its velocity and accordingly adjusting its friction coefficient. Assuming that…

Statistical Mechanics · Physics 2020-11-18 Chen Huang , Mingnan Ding , Xiangjun Xing

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…

Machine Learning · Statistics 2013-11-25 Swayambhoo Jain , Akshay Soni , Jarvis Haupt

Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…

Instrumentation and Methods for Astrophysics · Physics 2012-08-13 Maria Jose Marquez

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…