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Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

The system consists of a Brownian particle immersed in a heat bath trapped in optical tweezers with a time-dependent strength acting as an external protocol. In [Phys. Rev. Letts., 98:108301, 2007] the optimal mean work in the overdamped…

Statistical Mechanics · Physics 2023-02-03 Pedro J. Colmenares , Oscar Paredes-Altuve

A bound on the maximum information transmission rate through a cascade of Gaussian links is presented. The network model consists of a source node attempting to send a message drawn from a finite alphabet to a sink, through a cascade of…

Information Theory · Computer Science 2013-01-29 Ramanan Subramanian , Badri Vellambi , Ingmar Land

Heat engines and information engines have each historically served as motivating examples for the development of thermodynamics. While these two types of systems are typically thought of as two separate kinds of machines, recent empirical…

Statistical Mechanics · Physics 2024-12-30 Matthew P. Leighton , Jannik Ehrich , David A. Sivak

A novel efficient method for computing the Knowledge-Gradient policy for Continuous Parameters (KGCP) for deterministic optimization is derived. The differences with Expected Improvement (EI), a popular choice for Bayesian optimization of…

Computational Engineering, Finance, and Science · Computer Science 2016-08-17 Joachim van der Herten , Ivo Couckuyt , Dirk Deschrijver , Tom Dhaene

In the analysis of any type of system, granting maximum information extraction from its data is non-trivial. Confidence in successful information extraction typically builds on prior knowledge of the studied system or on the user's…

Data Analysis, Statistics and Probability · Physics 2026-01-01 Matteo Becchi , Giovanni Maria Pavan

The Information Bottleneck (IB) is a conceptual method for extracting the most compact, yet informative, representation of a set of variables, with respect to the target. It generalizes the notion of minimal sufficient statistics from…

Machine Learning · Computer Science 2017-11-08 Amichai Painsky , Naftali Tishby

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

The pursuit of achieving the maximum power in microscopic thermal engines has gained increasing attention in recent studies of stochastic thermodynamics. We employ the optimal control theory to study the performance of Brownian heat engines…

Statistical Mechanics · Physics 2024-10-31 Jin-Fu Chen , H. T. Quan

The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…

Methodology · Statistics 2019-08-14 Konstantinos Spiliopoulos

Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…

Statistical Mechanics · Physics 2025-07-02 Monojit Chatterjee , Viktor Holubec , Rahul Marathe

Recent advances in generative AI offer promising solutions for synthetic data generation but often rely on large datasets for effective training. To address this limitation, we propose a novel generative model that learns from limited data…

Machine Learning · Statistics 2025-05-27 Michail Spitieris , Massimiliano Ruocco , Abdulmajid Murad , Alessandro Nocente

We analyze a periodic optimal finite-time two-state information-driven machine that extracts work from a single heat bath exploring imperfect measurements. Two models are considered, a memory-less one that ignores past measurements and an…

Statistical Mechanics · Physics 2014-09-26 Michael Bauer , Andre C. Barato , Udo Seifert

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

We theoretically investigate how information flows when two particles interact with each other. Understanding the physical mechanisms of directional information flow is crucial for advancing information thermodynamics and stochastic…

Statistical Mechanics · Physics 2026-03-12 Tenta Tani

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

Backaction-evading (BAE) measurements of a mechanical resonator, by continuously monitoring a single quadrature of motion, can achieve precision below the zero-point uncertainty. When this happens, the measurement leaves the resonator in a…

Quantum Physics · Physics 2021-02-25 Antonio Di Giovanni , Matteo Brunelli , Marco G. Genoni

Error entropy is a important nonlinear similarity measure, and it has received increasing attention in many practical applications. The default kernel function of error entropy criterion is Gaussian kernel function, however, which is not…

Signal Processing · Electrical Eng. & Systems 2023-09-06 Jiacheng He , Gang Wang , Bei Peng , Zhenyu Feng , Kun Zhang

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

We consider a rudimentary model for a heat engine, known as the Brownian gyrator, that consists of an overdamped system with two degrees of freedom in an anisotropic temperature field. Whereas the hallmark of the gyrator is a nonequilibrium…

Statistical Mechanics · Physics 2021-10-13 Olga Movilla Miangolarra , Amirhossein Taghvaei , Rui Fu , Yongxin Chen , Tryphon T. Georgiou