Related papers: Action principle and Jaynes' guess method
The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…
Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution, and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite…
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…
Pathway idea is a switching mechanism by which one can go from one functional form to another, and to yet another. It is shown that through a parameter $\alpha$, called the pathway parameter, one can connect generalized type-1 beta family…
A general principle is advanced allowing the classification of nonunique solutions to nonlinear evolution equations, corresponding to different spatio-temporal patterns. This is done by defining the probability distribution of patterns,…
Jaynes' maximum entropy (MaxEnt) principle was recently used to give a conditional, local derivation of the ``maximum entropy production'' (MEP) principle, which states that a flow system with fixed flow(s) or gradient(s) will converge to a…
We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…
Predicting human behavior is a difficult and crucial task required for motion planning. It is challenging in large part due to the highly uncertain and multi-modal set of possible outcomes in real-world domains such as autonomous driving.…
The kinematics and dynamics of deterministic physical systems have been a foundation of our understanding of the world since Galileo and Newton. For real systems, however, uncertainty is largely present via external forces such as friction…
The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating…
In this paper we develop a general formalism of a path approach for non-equilibrium statistical mechanics. Firstly, we consider the classical Gibbs approach for states and find that this formalism is ineffective for non-equilibrium…
What is information? Is it physical? We argue that in a Bayesian theory the notion of information must be defined in terms of its effects on the beliefs of rational agents. Information is whatever constrains rational beliefs and therefore…
We investigate the problem of locating the source of diffusion in complex networks without complete knowledge of nodes' states. Some currently known methods assume the information travels via a single, shortest path, which by assumption is…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…
Properties of networks are often characterized in terms of features such as node degree distributions, average path lengths, diameters, or clustering coefficients. Here, we study shortest path length distributions. On the one hand, average…
This note outlines a mean-field approach to dynamic optimal transport problems based on the recently proposed McKean-Pontryagin maximum principle. Key aspects of the proposed methodology include i) avoidance of sampling over stochastic…
General models of network navigation must contain a deterministic or drift component, encouraging the agent to follow routes of least cost, as well as a random or diffusive component, enabling free wandering. This paper proposes a…
We postulate a principle stating that the initial condition of a physical system is typically algorithmically independent of the dynamical law. We argue that this links thermodynamics and causal inference. On the one hand, it entails…
In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…