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Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Information Theory · Computer Science 2025-07-16 Naveen Kumar , Vivek Vijay

A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Igor B. Konovalov

When causal quantities cannot be point identified, researchers often pursue partial identification to quantify the range of possible values. However, the peculiarities of applied research conditions can make this analytically intractable.…

Methodology · Statistics 2021-09-29 Guilherme Duarte , Noam Finkelstein , Dean Knox , Jonathan Mummolo , Ilya Shpitser

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

This paper addresses the challenge of identifying a minimal subset of discrete, independent variables that best predicts a binary class. We propose an efficient iterative method that sequentially selects variables based on which one…

Computation · Statistics 2025-11-03 María del Carmen Romero , Mariana del Fresno , Alejandro Clausse

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…

Chaotic Dynamics · Physics 2009-10-31 M. Cencini , M. Falcioni , H. Kantz , E. Olbrich , A. Vulpiani

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification is essential to studying complex machine learning methods.…

Machine Learning · Statistics 2022-06-17 Chen Xu , Yao Xie

This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

Information Theory · Computer Science 2014-11-24 Joshua Garland , Ryan James , Elizabeth Bradley

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

Assessing the quality of discovered results is an important open problem in data mining. Such assessment is particularly vital when mining itemsets, since commonly many of the discovered patterns can be easily explained by background…

Machine Learning · Computer Science 2019-02-11 Nikolaj Tatti , Michael Mampaey

An accurate prediction of watch time has been of vital importance to enhance user engagement in video recommender systems. To achieve this, there are four properties that a watch time prediction framework should satisfy: first, despite its…

Information Retrieval · Computer Science 2023-06-07 Xiao Lin , Xiaokai Chen , Linfeng Song , Jingwei Liu , Biao Li , Peng Jiang

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn…

Statistics Theory · Mathematics 2021-07-02 Ivana Malenica , Aurelien Bibaut , Mark J. van der Laan

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

Mathematical Finance · Quantitative Finance 2019-04-04 Xue Dong He , Moris S. Strub , Thaleia Zariphopoulou

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

Optimization and Control · Mathematics 2022-06-22 Mahendra Singh Tomar , Majid Zamani

Quantum processes can exhibit scenarios beyond a fixed order of events. We propose information inequalities that, when violated, constitute sufficient conditions to certify quantum processes without a fixed causal order -- causally…

Quantum Physics · Physics 2025-05-21 Matheus Capela , Kaumudibikash Goswami
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