English
Related papers

Related papers: An Algorithm for Computing the Stratonovich's Valu…

200 papers

The Stratonovich's value of information (VoI) is quantity that measure how much inferential gain is obtained from a perturbed sample under information leakage constraint. In this paper, we introduce a generalized VoI for a general loss…

Information Theory · Computer Science 2022-01-28 Akira Kamatsuka , Takahiro Yoshida , Toshiyasu Matsushima

We present a universal concept for the Value of Information (VoI), based on the works of Claude Shannon's and Ruslan Stratonovich that can take into account very general preferences of the agents and results in a single number. As such it…

Theoretical Economics · Economics 2023-11-13 Stefan Behringer , Roman V. Belavkin

In this paper, a general framework is formalised to characterise the value of information (VoI) in hidden Markov models. Specifically, the VoI is defined as the mutual information between the current, unobserved status at the source and a…

Information Theory · Computer Science 2022-02-15 Zijing Wang , Mihai-Alin Badiu , Justin P. Coon

Computing value of information (VOI) is a crucial task in various aspects of decision-making under uncertainty, such as in meta-reasoning for search; in selecting measurements to make, prior to choosing a course of action; and in managing…

Artificial Intelligence · Computer Science 2015-03-13 David Tolpin , Solomon Eyal Shimony

The advances and development of various machine learning techniques has lead to practical solutions in various areas of science, engineering, medicine and finance. The great choice of algorithms, their implementations and libraries has…

Statistical Finance · Quantitative Finance 2024-10-04 Roman Belavkin , Panos Pardalos , Jose Principe

This paper develops computable metrics to assign priorities for information collection on network systems made up by binary components. Components are worth inspecting because their condition state is uncertain and the system functioning…

Optimization and Control · Mathematics 2021-06-10 Chaochao Lin , Junho Song , Matteo Pozzi

In this paper, a general value of information (VoI) framework is formalised for latent variable models. In particular, the mutual information between the current status at the source node and the observed noisy measurements at the…

Information Theory · Computer Science 2020-08-21 Zijing Wang , Mihai-Alin Badiu , Justin P. Coon

$H$-mutual information ($H$-MI) is a wide class of information leakage measures, where $H=(\eta, F)$ is a pair of monotonically increasing function $\eta$ and a concave function $F$, which is a generalization of Shannon entropy. $H$-MI is…

Information Theory · Computer Science 2024-06-21 Akira Kamatsuka , Koki Kazama , Takahiro Yoshida

The optimization of Value of Information (VoI) in sensor networks integrates awareness of the measured process in the communication system. However, most existing scheduling algorithms do not consider the specific needs of monitoring…

Networking and Internet Architecture · Computer Science 2022-04-27 Federico Chiariotti , Anders E. Kalør , Josefine Holm , Beatriz Soret , Petar Popovski

This work presents a distributed estimation algorithm that efficiently uses the available communication resources. The approach is based on Bayesian filtering that is distributed across a network by using the logarithmic opinion pool…

Robotics · Computer Science 2022-04-04 Miguel Calvo-Fullana , Jonathan P. How

The Value Iteration (VI) algorithm is an iterative procedure to compute the value function of a Markov decision process, and is the basis of many reinforcement learning (RL) algorithms as well. As the error convergence rate of VI as a…

Machine Learning · Computer Science 2025-06-12 Jongmin Lee , Amin Rakhsha , Ernest K. Ryu , Amir-massoud Farahmand

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

Artificial Intelligence · Computer Science 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause

In medical decision making, we have to choose among several expensive diagnostic tests such that the certainty about a patient's health is maximized while remaining within the bounds of resources like time and money. The expected increase…

Artificial Intelligence · Computer Science 2019-09-19 Sarthak Ghosh , C. R. Ramakrishnan

The use of Mutual Information (MI) as a measure to evaluate the efficiency of cryptosystems has an extensive history. However, estimating MI between unknown random variables in a high-dimensional space is challenging. Recent advances in…

A new algorithm for dynamic independent vector extraction is proposed. It is based on the mixing model where mixing parameters related to the source-of-interest (SOI) are time-variant while the separating parameters are time-invariant. A…

Signal Processing · Electrical Eng. & Systems 2021-03-02 Zbyněk Koldovský , Václav Kautský , Tomáš Kounovský , Jaroslav Čmejla

In this paper, we study the trade-off between the transmission cost and the control performance of the multi-loop networked control system subject to network-induced delay. Within the linear-quadratic-Gaussian (LQG) framework, the joint…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Siyi Wang , Qingchen Liu , Precious Ugo Abara , John S. Baras , Sandra Hirche

Suppose we have a Bayesian model which combines evidence from several different sources. We want to know which model parameters most affect the estimate or decision from the model, or which of the parameter uncertainties drive the decision…

Applications · Statistics 2021-11-25 Christopher Jackson , Anne Presanis , Stefano Conti , Daniela De Angelis

We propose a self-improving algorithm for computing Voronoi diagrams under a given convex distance function with constant description complexity. The $n$ input points are drawn from a hidden mixture of product distributions; we are only…

Computational Geometry · Computer Science 2021-10-26 Siu-Wing Cheng , Man Ting Wong

Recent works in the domain of networked control systems have demonstrated that the joint design of medium access control strategies and control strategies for the closed-loop system is beneficial. However, several metrics introduced so far…

Systems and Control · Electrical Eng. & Systems 2021-07-19 Precious Ugo Abara , Sandra Hirche

Variational Autoencoder is a scalable method for learning latent variable models of complex data. It employs a clear objective that can be easily optimized. However, it does not explicitly measure the quality of learned representations. We…

Machine Learning · Computer Science 2020-05-29 Andriy Serdega , Dae-Shik Kim
‹ Prev 1 2 3 10 Next ›