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We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…

Probability · Mathematics 2010-07-27 Dinah Rosenberg , Eilon Solan , Nicolas Vieille

Given a pair of predictor variables and a response variable, how much information do the predictors have about the response, and how is this information distributed between unique, redundant, and synergistic components? Recent work has…

Information Theory · Computer Science 2018-10-29 Pradeep Kr. Banerjee , Johannes Rauh , Guido Montúfar

What does the informational complexity of dynamical networked systems tell us about intrinsic mechanisms and functions of these complex systems? Recent complexity measures such as integrated information have sought to operationalize this…

Neural and Evolutionary Computing · Computer Science 2017-07-06 Xerxes D. Arsiwalla , Pedro A. M. Mediano , Paul F. M. J. Verschure

A fundamental problem when aggregating Markov chains is the specification of the number of state groups. Too few state groups may fail to sufficiently capture the pertinent dynamics of the original, high-order Markov chain. Too many state…

Information Theory · Computer Science 2021-07-06 Isaac J. Sledge , Jose C. Principe

We present a mathematical framework for modeling two-player noncooperative games in which one player is uncertain of the other player's costs but can preemptively allocate information-gathering resources to reduce this uncertainty. We refer…

Computer Science and Game Theory · Computer Science 2024-10-28 Fernando Palafox , Jesse Milzman , Dong Ho Lee , Ryan Park , David Fridovich-Keil

Predicting the behaviour of shoppers provides valuable information for retailers, such as the expected spend of a shopper or the total turnover of a supermarket. The ability to make predictions on an individual level is useful, as it allows…

Machine Learning · Computer Science 2022-10-19 Yorick Spenrath , Marwan Hassani , Boudewijn F. Van Dongen

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

In diverse fields ranging from finance to omics, it is increasingly common that data is distributed and with multiple individual sources (referred to as ``clients'' in some studies). Integrating raw data, although powerful, is often not…

Methodology · Statistics 2022-11-08 Yuanxing Chen , Qingzhao Zhang , Shuangge Ma , Kuangnan Fang

We consider a revenue optimizing seller selling a single item to a buyer, on whose private value the seller has a noisy signal. We show that, when the signal is kept private, arbitrarily more revenue could potentially be extracted than if…

Computer Science and Game Theory · Computer Science 2017-07-20 Hu Fu , Chris Liaw , Pinyan Lu , Zhihao Gavin Tang

Efficient computability is an important property of solution concepts in matching markets. We consider the computational complexity of finding and verifying various solution concepts in trading networks-multi-sided matching markets with…

Computational Complexity · Computer Science 2025-10-03 Tamás Fleiner , Zsuzsanna Jankó , Ildikó Schlotter , Alexander Teytelboym

The ability of a society to make the right decisions on relevant matters relies on its capability to properly aggregate the noisy information spread across the individuals it is made of. In this paper we study the information aggregation…

Physics and Society · Physics 2015-06-16 Giacomo Livan , Matteo Marsili

We consider sequential search by an agent who cannot observe the quality of goods but can acquire information by buying signals from a profit-maximizing principal with limited commitment power. The principal can charge higher prices for…

Theoretical Economics · Economics 2024-08-13 Teddy Mekonnen , Zeky Murra-Anton , Bobak Pakzad-Hurson

Secure aggregation is a popular protocol in privacy-preserving federated learning, which allows model aggregation without revealing the individual models in the clear. On the other hand, conventional secure aggregation protocols incur a…

Machine Learning · Computer Science 2021-12-28 Irem Ergun , Hasin Us Sami , Basak Guler

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang

Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…

Statistical Finance · Quantitative Finance 2020-10-26 Giuseppe Pernagallo , Benedetto Torrisi

A well-intentioned principal provides information to a rationally inattentive agent without internalizing the agent's cost of processing information. Whatever information the principal makes available, the agent may choose to ignore some.…

Theoretical Economics · Economics 2022-03-04 Elliot Lipnowski , Laurent Mathevet , Dong Wei

The formation of consortiums of a broadband access Internet Service Provider (ISP) and multiple Content Providers (CP) is considered for large-scale content caching. The consortium members share costs from operations and investments in the…

General Economics · Economics 2018-10-26 Debasis Mitra , Abhinav Sridhar

The concept of information has emerged as a language in its own right, bridging several disciplines that analyze natural phenomena and man-made systems. Integrated information has been introduced as a metric to quantify the amount of…

Neurons and Cognition · Quantitative Biology 2019-06-10 Alberto Hernández-Espinosa , Héctor Zenil , Narsis A. Kiani , Jesper Tegnér

The seller of an asset has the option to buy hard information about the value of the asset from an intermediary. The seller can then disclose the acquired information before selling the asset in a competitive market. We study how the…

Theoretical Economics · Economics 2020-10-19 S. Nageeb Ali , Nima Haghpanah , Xiao Lin , Ron Siegel

Information is a valuable asset for agents in socio-economic systems, a significant part of the information being entailed into the very network of connections between agents. The different interlinkages patterns that agents establish may,…

Social and Information Networks · Computer Science 2018-07-20 Paolo Barucca , Guido Caldarelli , Tiziano Squartini