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This paper revisits Brownian motion from the perspective of Information Theory, aiming to explore the connections between Information Theory, Thermodynamics, and Complex Science. First, we propose a single-particle discrete Brownian motion…

Statistical Mechanics · Physics 2024-12-10 Hongzheng Liu , Zhiyue Wu

Gaussian belief propagation (BP) has been widely used for distributed estimation in large-scale networks such as the smart grid, communication networks, and social networks, where local measurements/observations are scattered over a wide…

Machine Learning · Computer Science 2017-04-14 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

The minimization of Gibbs free energy is based on the changes in work and free energy that occur in a physical or chemical system. The maximization of mutual information, the capacity, of a noisy channel is determined based on the marginal…

Statistical Mechanics · Physics 2008-09-23 David Ford

Across the scientific literature, information measurement in the nervous system is posed as a problem of information processing internal to the brain by constructs such as neuronal populations, sensory surprise, or cognitive models.…

Neurons and Cognition · Quantitative Biology 2024-03-29 Bradly Alicea , Daniela Cialfi , Avery Lim , Jesse Parent

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Decarbonization of the transport sector sets increasingly strict demands to maximize thermal efficiency and minimize greenhouse gas emissions of Internal Combustion Engines. This has led to complex engines with a surge in the number of…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Maarten Vlaswinkel , Duarte Antunes , Frank Willems

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

Machine Learning · Statistics 2025-09-22 Robert Gruhlke , Matei Hanu , Claudia Schillings , Philipp Wacker

This paper aims to improve the explainability of Autoencoder's (AE) predictions by proposing two explanation methods based on the mean and epistemic uncertainty of log-likelihood estimate, which naturally arise from the probabilistic…

Machine Learning · Computer Science 2021-10-20 Bang Xiang Yong , Alexandra Brintrup

A non-vanishing entropy production rate is one of the defining characteristics of any non-equilibrium system, and several techniques exist to determine this quantity directly from experimental data. The short-time inference scheme, derived…

Statistical Mechanics · Physics 2022-11-29 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Single-spin quantum sensors, for example based on nitrogen-vacancy centres in diamond, provide nanoscale mapping of magnetic fields. In applications where the magnetic field may be changing rapidly, total sensing time is crucial and must be…

Quantum Physics · Physics 2021-05-26 K. Craigie , E. M. Gauger , Y. Altmann , C. Bonato

We consider the problem of information compression from high dimensional data. Where many studies consider the problem of compression by non-invertible transformations, we emphasize the importance of invertible compression. We introduce new…

Machine Learning · Computer Science 2021-11-02 Jan Jetze Beitler , Ivan Sosnovik , Arnold Smeulders

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained,…

Statistical Mechanics · Physics 2020-10-07 Angel L. L. Stable , Carlos E. F. Noa , William G. C. Oropesa , C. E. Fiore

Uncertainty Quantification (UQ) is paramount for inference in engineering. A common inference task is to recover full-field information of physical systems from a small number of noisy observations, a usually highly ill-posed problem.…

Machine Learning · Statistics 2026-05-14 Arnaud Vadeboncoeur , Gregory Duthé , Mark Girolami , Eleni Chatzi

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

Despite large incentives, ecorrectness in software remains an elusive goal. Declarative programming techniques, where algorithms are derived from a specification of the desired behavior, offer hope to address this problem, since there is a…

Programming Languages · Computer Science 2018-01-22 Anthony Di Franco

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven empirical success in applications, the cumulative regret upper bound of EI remains an open question. In this…

Machine Learning · Statistics 2025-08-22 Jingyi Wang , Haowei Wang , Szu Hui Ng , Cosmin G. Petra

Inference is a versatile tool that underlies scientific discovery, machine learning, and everyday decision-making: it describes how an agent updates a probability distribution as partial information is acquired from multiple measurements,…

Statistical Mechanics · Physics 2026-01-27 Nathan Shettell , Alexia Auffèves

The performance of Large Language Models (LLMs) is increasingly governed by data efficiency rather than raw scaling volume. However, existing selection methods often decouple global distribution balancing from local instance selection,…

Computation and Language · Computer Science 2026-03-03 Changhao Wang , Jiaolong Yang , Xinhao Yao , Yunfei Yu , Peng Jiao , Lu Yu , Junpeng Fang , Riccardo Cantoro , Qing Cui , Jun Zhou