Related papers: Extropy Rate: Properties and Application in Featur…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
This paper is aimed at extending the H-infinity Bounded Real Lemma to stochastic systems under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in entropy theoretic terms using…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…
The cumulative residual extropy (CRJ) is a measure of uncertainty that serves as an alternative to extropy. It replaces the probability density function with the survival function in the expression of extropy. This work introduces a new…
Discrete time, spatially extended models play an important role in ecology, modelling population dynamics of species ranging from micro-organisms to birds. An important question is how 'bottom up', individual-based models can be…
The problem of determining the best achievable performance of arbitrary lossless compression algorithms is examined, when correlated side information is available at both the encoder and decoder. For arbitrary source-side information pairs,…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject…
We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…
Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…
Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…