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We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…

Dynamical Systems · Mathematics 2024-11-08 Luca Rosafalco , Paolo Conti , Andrea Manzoni , Stefano Mariani , Attilio Frangi

Artificial intelligence models and methods commonly lack causal interpretability. Despite the advancements in interpretable machine learning (IML) methods, they frequently assign importance to features which lack causal influence on the…

Machine Learning · Computer Science 2024-01-29 Francisco Nunes Ferreira Quialheiro Simoes , Mehdi Dastani , Thijs van Ommen

Most information dynamics and statistical causal analysis frameworks rely on the common intuition that causal interactions are intrinsically pairwise -- every 'cause' variable has an associated 'effect' variable, so that a 'causal arrow'…

Neurons and Cognition · Quantitative Biology 2019-09-06 Pedro A. M. Mediano , Fernando Rosas , Robin L. Carhart-Harris , Anil K. Seth , Adam B. Barrett

How to design a Markov Decision Process (MDP) based radar controller that makes small sacrifices in performance to mask its sensing plan from an adversary? The radar controller purposefully minimizes the Fisher information of its emissions…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Bosung Kang , Sandeep Gogineni

While information is ubiquitously generated, shared, and analyzed in a modern-day life, there is still some controversy around the ways to asses the amount and quality of information inside a noisy optical channel. A number of theoretical…

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective technique to produce interpretable models of dynamical systems from time-resolved state data via sparse regression. However, to model parameterized…

Dynamical Systems · Mathematics 2024-05-15 Javier A. Lemus , Benjamin Herrmann

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

Chaotic Dynamics · Physics 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

A robust prediction model invoking the Takens embedding theorem, whose \textit{working hypothesis} is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz,…

Methodology · Statistics 2017-04-26 R. C. Venkatesan , A. Plastino

The eigenvalues and eigenvectors of the Fisher information matrix (FIM) can reveal the most and least sensitive directions of a system and it has wide application across science and engineering. We present a symplectic variant of the…

Information Theory · Computer Science 2023-07-04 Jiannan Yang

The study of continuous-time information diffusion has been an important area of research for many applications in recent years. When only the diffusion traces (cascades) are accessible, cascade-based network inference and influence…

Social and Information Networks · Computer Science 2024-05-22 Keke Huang , Ruize Gao , Bogdan Cautis , Xiaokui Xiao

In this paper, we propose a new discriminative model named \emph{nonextensive information theoretical machine (NITM)} based on nonextensive generalization of Shannon information theory. In NITM, weight parameters are treated as random…

Machine Learning · Computer Science 2016-04-22 Chaobing Song , Shu-Tao Xia

We consider the problems of clustering, classification, and visualization of high-dimensional data when no straightforward Euclidean representation exists. Typically, these tasks are performed by first reducing the high-dimensional data to…

Machine Learning · Statistics 2009-09-29 Kevin M. Carter , Raviv Raich , William G. Finn , Alfred O. Hero

An approach based on the Fisher information (FI) is developed to quantify the maximum information gain and optimal experimental design in neutron reflectometry experiments. In these experiments, the FI can be analytically calculated and…

Data Analysis, Statistics and Probability · Physics 2021-08-03 James H. Durant , Lucas Wilkins , Keith Butler , Joshaniel F. K. Cooper

This paper proposes a sparse identification of nonlinear dynamics (SINDy) with control and exogenous inputs for highly accurate and reliable prediction. Although SINDy is recognized as a remarkable approach for identifying nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Shuichi Yahagi , Ansei Yonezawa , Hiroki Seto , Heisei Yonezawa , Itsuro Kajiwara

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

We study the two dimensional system influenced by a non-central potential consisting of a Kratzer potential with a dipole moment, along with a vector potential of the Aharonov-Bohm (AB) effect. We explore various information theoretic…

Quantum Physics · Physics 2024-12-25 Ahmed Becir , Mustafa Moumni