Related papers: Free Entropy Minimizing Persuasion in a Predictor-…
In this paper, we consider an adversarial scenario where one agent seeks to achieve an objective and its adversary seeks to learn the agent's intentions and prevent the agent from achieving its objective. The agent has an incentive to try…
Active inference is a normative framework for explaining behaviour under the free energy principle -- a theory of self-organisation originating in neuroscience. It specifies neuronal dynamics for state-estimation in terms of a descent on…
Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…
Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…
Decision-changing imitation is a prevalent phenomenon in financial markets, where investors imitate others' decision-changing rates when making their own investment decisions. In this work, we study the optimal investment problem under the…
This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in…
We examine information structure design, also called "persuasion" or "signaling", in the presence of a constraint on the amount of communication. We focus on the fundamental setting of bilateral trade, which in its simplest form involves a…
Uncertainty pervades through the modern robotic autonomy stack, with nearly every component (e.g., sensors, detection, classification, tracking, behavior prediction) producing continuous or discrete probabilistic distributions. Trajectory…
We develop a novel framework for costly information acquisition in which a decision-maker learns about an unobserved state by choosing a signal distribution, with the cost of information determined by the distribution of noise in the…
Consider a discrete-time remote estimation system formed by an encoder, a transmission policy, a channel, and a remote estimator. The encoder assesses a random process that the remote estimator seeks to estimate based on information sent to…
We introduce and study the problem of posterior inference on tree-structured graphical models in the presence of a malicious adversary who can corrupt some observed nodes. In the well-studied broadcasting on trees model, corresponding to…
The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables…
Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…
We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…
Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…
This work studies a dynamic mechanism design problem in which a principal delegates decision makings to a group of privately-informed agents without the monetary transfer or burning. We consider that the principal privately possesses…
Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…
In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…
Bayesian persuasion is a model for understanding strategic information revelation: an agent with an informational advantage, called a sender, strategically discloses information by sending signals to another agent, called a receiver. In…
We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…