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This paper deals with state estimation of nonlinear stochastic dynamic models. In particular, the stochastic integration rule, which provides asymptotically unbiased estimates of the moments of nonlinearly transformed Gaussian random…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Jindrich Dunik , Jakub Matousek , Ondrej Straka , Erik Blasch , John Hiles , Ruixin Niu

We generalize the quantum Fisher information flow proposed by Lu \textit{et al}. [Phys. Rev. A \textbf{82}, 042103 (2010)] to the multi-parameter scenario from the information geometry perspective. A measure named the \textit{intrinsic…

Quantum Physics · Physics 2021-02-22 Haijun Xing , Libin Fu

Mutual information is a theoretically grounded metric for quantifying cellular signaling pathways. However, its measurement demands characterization of both input and output distributions, limiting practical applications. Here, we present…

Quantitative Methods · Quantitative Biology 2025-07-08 Kento Nakamura , Hajime Fukuoka , Akihiko Ishijima , Tetsuya J. Kobayashi

We discuss the recently proposed description of Kuramoto model in terms of hyperbolic space and relate it to the information geometry. In particular the dynamical equation in Kuramoto all-to-all model is identified with the gradient flow of…

Statistical Mechanics · Physics 2023-05-03 Artem Alexandrov , Alexander Gorsky

Integrate and fire oscillators are widely used to model the generation of action potentials in neurons. In this paper, we discuss small noise asymptotic results for a class of stochastic integrate and fire oscillators (SIFs) in which the…

Probability · Mathematics 2009-07-22 Peter Baxendale , John Mayberry

Pinning down a precise understanding of information flow within physical interactions remains a central concern to fields like stochastic thermodynamics and quantum information science. In both spheres a careful accounting of bits (or…

Statistical Mechanics · Physics 2026-01-15 Miles Miller-Dickson , Christopher Rose

Scaling industrial recommender models has followed two parallel paradigms: \textbf{sample information scaling} -- enriching the information content of each training sample through deeper and longer behavior sequences -- and \textbf{model…

Information Retrieval · Computer Science 2026-05-25 Shuli Wang

Understanding cellular trajectories via time-resolved single-cell transcriptomics is vital for studying development, regeneration, and disease. A key challenge is inferring continuous trajectories from discrete snapshots. Biological…

Simulating trajectories of dynamical systems is a fundamental problem in a wide range of fields such as molecular dynamics, biochemistry, and pedestrian dynamics. Machine learning has become an invaluable tool for scaling physics-based…

Machine Learning · Computer Science 2026-05-28 Kiet Bennema ten Brinke , Koen Minartz , Vlado Menkovski

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

A number of approximations have been proposed to estimate basic hydrodynamic quantities, in particular the frequency of a limit cycle. One of these, RZIF (for Real Zero Imaginary Frequency), calls for linearizing the governing equations…

Fluid Dynamics · Physics 2021-06-10 Yacine Bengana , Laurette S. Tuckerman

Flow-fields are ubiquitous systems that are able to transport vital signalling molecules necessary for system function. While information regarding the location and transport of such particles is often crucial, it is not well-understood how…

Statistical Mechanics · Physics 2020-09-02 Evelyn Tang , Ramin Golestanian

We develop numerical and analytical approaches to calculate mutual information between complete paths of two molecular components embedded into a larger reaction network. In particular, we focus on a continuous-time Markov chain formalism,…

Molecular Networks · Quantitative Biology 2022-08-09 Anne-Lena Moor , Christoph Zechner

Fisher Information (FI) is a quantity ubiquitously measured in such varied areas like metrology, machine learning, and biological complexity. Mathematically, it represents a lower bound in the variance of unknown parameters that are related…

Statistical Mechanics · Physics 2026-01-21 Pedro B. Melo , Sílvio M. Duarte Queirós , Diogo O. Soares-Pinto , Welles A. M. Morgado

In this paper, we present a method that combines information-theoretical and statistical approaches to infer connectivity in complex networks using time-series data. The method is based on estimations of the Mutual Information Rate for…

Data Analysis, Statistics and Probability · Physics 2022-10-19 Chris G. Antonopoulos

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

Cross-sectional "Information Coefficient" (IC) is a widely and deeply accepted measure in portfolio management. The paper gives an insight into IC in view of high-dimensional directional statistics: IC is a linear operator on the components…

Applications · Statistics 2020-08-17 Yijian Chuan , Lan Wu

Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector. We address the question of how long the…

Information Theory · Computer Science 2011-03-10 José Bento , Morteza Ibrahimi , Andrea Montanari

Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Ruikun Li , Jiazhen Liu , Huandong Wang , Qingmin Liao , Yong Li