English
Related papers

Related papers: A remark on conditional entropy

200 papers

We reformulate the result for the entropy production given in Phys. Rev. Lett. 98, 080602 (2007) in terms of the relative entropy of microscopic trajectories. By a combination with the Crook's theorem, we identify the path variables that…

Statistical Mechanics · Physics 2009-11-13 A. Gomez-Marin , J. M. R. Parrondo , C. Van den Broeck

The aim of this note is to point out some observations concerning modified power entropy of $\Z$- and $\N$-actions. First, we provide an elementary example showing that this quantity is sensitive to transient dynamics, and therefore does…

Dynamical Systems · Mathematics 2015-06-25 M. Gröger , T. Jäger

We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…

Statistical Mechanics · Physics 2007-05-23 R. Balian

Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of…

Statistics Theory · Mathematics 2024-12-13 Jorge Navarro , Franco Pellerey , Julio Mulero

Long memory or long range dependency is an important phenomenon that may arise in the analysis of time series or spatial data. Most of the definitions of long memory of a stationary process $X=\{X_1, X_2,\cdots,\}$ are based on the…

Probability · Mathematics 2016-04-20 Yiming Ding , Xuyan Xiang

In order to trust the predictions of a machine learning algorithm, it is necessary to understand the factors that contribute to those predictions. In the case of probabilistic and uncertainty-aware models, it is necessary to understand not…

Machine Learning · Statistics 2024-08-19 Danny Wood , Theodore Papamarkou , Matt Benatan , Richard Allmendinger

In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of…

Information Theory · Computer Science 2018-01-03 Hamid Ghourchian , Amin Gohari , Arash Amini

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Here, we investigate the uncertainty of dynamical observables in classical systems manipulated by repeated measurements and feedback control; the precision should be enhanced in the presence of an external controller but limited by the…

Statistical Mechanics · Physics 2020-01-23 Tan Van Vu , Yoshihiko Hasegawa

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

The existence of a positive log-Sobolev constant implies a bound on the mixing time of a quantum dissipative evolution under the Markov approximation. For classical spin systems, such constant was proven to exist, under the assumption of a…

Quantum Physics · Physics 2018-11-02 Angela Capel , Angelo Lucia , David Pérez-García

We address the problem of incremental sequence classification, where predictions are updated as new elements in the sequence are revealed. Drawing on temporal-difference learning from reinforcement learning, we identify a…

Directed topology was introduced as a model of concurrent programs, where the flow of time is described by distinguishing certain paths in the topological space representing such a program. Algebraic invariants which respect this…

Category Theory · Mathematics 2023-08-08 Cameron Calk , Eric Goubault , Philippe Malbos

In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…

Machine Learning · Computer Science 2024-12-16 Minh Khoa Le , Kien Do , Truyen Tran

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…

Chaotic Dynamics · Physics 2009-10-31 B. V. Chirikov , O. V. Zhirov

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

Suppose that we observe a short time series where each time-t-specific data-structure consists of many slightly dependent data indexed by a and that we want to estimate a feature of the law of the experiment that depends neither on t nor on…

Statistics Theory · Mathematics 2021-07-29 Geoffrey Ecoto , Aurélien Bibaut , Antoine Chambaz