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A new class of functions, called the `Information sensitivity functions' (ISFs), which quantify the information gain about the parameters through the measurements/observables of a dynamical system are presented. These functions can be…

Methodology · Statistics 2017-12-27 Sanjay Pant

Being infinite dimensional, non-parametric information geometry has long faced an "intractability barrier" due to the fact that the Fisher-Rao metric is now a functional incurring difficulties in defining its inverse. This paper introduces…

Machine Learning · Statistics 2026-01-08 Bing Cheng , Howell Tong

Obtaining labels can be costly and time-consuming. Active learning allows a learning algorithm to intelligently query samples to be labeled for efficient learning. Fisher information ratio (FIR) has been used as an objective for selecting…

Machine Learning · Statistics 2016-10-18 Jamshid Sourati , Murat Akcakaya , Todd K. Leen , Deniz Erdogmus , Jennifer G. Dy

We show how Fisher's information already known particular character as the fundamental information geometric object which plays the role of a metric tensor for a statistical differential manifold, can be derived in a relatively easy manner…

Statistical Mechanics · Physics 2007-05-23 Marco Masi

We study a scenario where a group of agents, each with multiple heterogeneous sensors are collecting measurements of a vehicle and the measurements are transmitted over a communication channel to a centralized node for processing. The…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Matthew R. Kirchner , João P. Hespanha , Denis Garagić

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

We show that a rate of conditional Shannon entropy reduction, characterizing the learning of an internal process about an external process, is bounded by the thermodynamic entropy production. This approach allows for the definition of an…

Biological Physics · Physics 2014-11-07 Andre C. Barato , David Hartich , Udo Seifert

Discovery of dynamical systems from data forms the foundation for data-driven modeling and recently, structure-preserving geometric perspectives have been shown to provide improved forecasting, stability, and physical realizability…

Machine Learning · Computer Science 2021-09-14 Kookjin Lee , Nathaniel Trask , Panos Stinis

System identification, the process of deriving mathematical models of dynamical systems from observed input-output data, has undergone a paradigm shift with the advent of learning-based methods. Addressing the intricate challenges of…

Machine Learning · Computer Science 2024-12-17 Arunabh Singh , Joyjit Mukherjee

In order to extract governing equations from time-series data, various approaches are proposed. Among those, sparse identification of nonlinear dynamics (SINDy) stands out as a successful method capable of modeling governing equations with…

Signal Processing · Electrical Eng. & Systems 2024-06-07 Jinho Choi

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

Parameter identifiability refers to the capability of accurately inferring the parameter values of a model from its observations (data). Traditional analysis methods exploit analytical properties of the closed form model, in particular…

Machine Learning · Computer Science 2024-12-30 Nikolaos Evangelou , Alexander M. Stankovic , Ioannis G. Kevrekidis , Mark K. Transtrum

The body morphology plays an important role in the way information is perceived and processed by an agent. We address an information theory (IT) account on how the precision of sensors, the accuracy of motors, their placement, the body…

Robotics · Computer Science 2024-08-26 Alexandre Pitti , Kohei Nakajima , Yasuo Kuniyoshi

We examine how the informational properties of a confined single ion response in a Paul trap modified by optical-lattice. We focus on the ground and first excited motional states and show that Fisher information, Shannon entropy, and…

Complex non-linear time series are ubiquitous in geosciences. Quantifying complexity and non-stationarity of these data is a challenging task, and advanced complexity-based exploratory tool are required for understanding and visualizing…

Methodology · Statistics 2021-01-13 Fabian Guignard , Mohamed Laib , Federico Amato , Mikhail Kanevski

The prequel to this work [Ng et al., Phys. Rev. A 93, 042121 (2016)] proposes the method of spectral photon counting to enhance noise spectroscopy with an optical interferometer. While the predicted enhancement over homodyne detection is…

Quantum Physics · Physics 2026-04-14 Xinyi Sui , Mankei Tsang

This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…

Portfolio Management · Quantitative Finance 2025-11-21 Miquel Noguer i Alonso

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation…

Statistical Mechanics · Physics 2014-09-16 Matteo Polettini

Many dynamical systems of interest are nonlinear, with examples in turbulence, epidemiology, neuroscience, and finance, making them difficult to control using linear approaches. Model predictive control (MPC) is a powerful model-based…

Optimization and Control · Mathematics 2021-08-31 Urban Fasel , Eurika Kaiser , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

Time domain identification is studied in this paper for parameters of a continuous-time multi-input multi-output descriptor system, with these parameters affecting system matrices through a linear fractional transformation. Sampling is…

Multiagent Systems · Computer Science 2025-06-17 Tong Zhou