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We investigate stochastic thermodynamics of a two-particles Langevin system. Each particle is in contact with a heat bath at different temperatures $T_1$ and $T_2~(<T_1)$, respectively. Particles are trapped by a harmonic potential and…

Statistical Mechanics · Physics 2016-07-29 Jong-Min Park , Hyun-Myung Chun , Jae Dong Noh

The problem of optimal data collection to efficiently learn the model parameters of a graphite nitridation experiment is studied in the context of Bayesian analysis using both synthetic and real experimental data. The paper emphasizes that…

Data Analysis, Statistics and Probability · Physics 2011-07-08 Gabriel Terejanu , Rochan R. Upadhyay , Kenji Miki

Information engines harness measurement and feedback to convert energy into useful work. In this study, we investigate the fundamental trade-offs between ergotropic output power, thermodynamic efficiency and information-to-work conversion…

Quantum Physics · Physics 2025-11-26 Rasmus Hagman , Jonas Berx , Janine Splettstoesser , Henning Kirchberg

Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom…

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Bayesian optimal design of experiments (BODE) has been successful in acquiring information about a quantity of interest (QoI) which depends on a black-box function. BODE is characterized by sequentially querying the function at specific…

Optimization and Control · Mathematics 2019-01-16 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

In this study, we advance the understanding of non-equilibrium systems by deriving thermodynamic relations for a heat engine operating under an exponentially decreasing temperature profile. Such thermal configurations closely mimic…

Statistical Mechanics · Physics 2025-04-01 Mesfin Taye

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

We introduce a single-qubit quantum measurement engine fuelled by backaction energy input. To reduce energetic costs associated with information processing, the measurement outcomes are only used with a prescribed laziness probability in…

Quantum Physics · Physics 2025-06-25 Léa Bresque , Debraj Das , Édgar Roldán

This paper studies Gramian-based reachability metrics for bilinear control systems. In the context of complex networks, bilinear systems capture scenarios where an actuator not only can affect the state of a node but also interconnections…

Systems and Control · Computer Science 2016-02-05 Yingbo Zhao , Jorge Cortés

For a stationary additive Gaussian-noise channel with a rational noise power spectrum of a finite-order $L$, we derive two new results for the feedback capacity under an average channel input power constraint. First, we show that a very…

Information Theory · Computer Science 2007-07-13 Shaohua Yang , Aleksandar Kavcic , Sekhar Tatikonda

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

Machine Learning · Computer Science 2020-06-24 Michael Tetelman

This paper concerns realizing highly efficient information-theoretic robot exploration with desired performance in complex scenes. We build a continuous lightweight inference model to predict the mutual information (MI) and the associated…

Robotics · Computer Science 2023-01-03 Yang Xu , Ronghao Zheng , Senlin Zhang , Meiqin Liu

This analysis derives the maximum likelihood estimator and applies Bayesian inference to model geometric Brownian motion, incorporating jump diffusion to account for sudden market shifts. The Bayesian approach is implemented using Markov…

Applications · Statistics 2025-03-14 Yifei Yan , Juan Sosa , Carlos Martínez

Efficient robotic exploration of unknown, sensor limited, global-information-deficient environments poses unique challenges to path planning algorithms. In these difficult environments, no deterministic guarantees on path completion and…

Robotics · Computer Science 2017-05-01 Alexander Ivanov , Mark Campbell

We show that when a Brownian bridge is physically constrained to satisfy a canonical condition, its time evolution exactly coincides with an m-geodesic on the statistical manifold of Gaussian distributions. This identification provides a…

Statistical Mechanics · Physics 2026-02-24 Tomoi Koide , Armin van de Venn

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

We investigate the performance of a Brownian heat engine working in a heterogeneous thermal bath where the mobility fluctuates. Brownian particle is trapped by the time-dependent harmonic potential, by changing the stiffness coefficient and…

Statistical Mechanics · Physics 2024-05-20 I. Iyyappan , Jetin E. Thomas , Sibasish Ghosh

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon
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