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We study belief revision when information is represented by a set of probability distributions, or general information. General information extends the standard event notion while including qualitative information (A is more likely than B),…

Theoretical Economics · Economics 2025-02-04 Adam Dominiak , Matthew Kovach , Gerelt Tserenjigmid

We analyze various uncertainty measures for spatial diffusion processes. In this manifestly non-quantum setting, we focus on the existence issue of complementary pairs whose joint dispersion measure has strictly positive lower bound.

Statistical Mechanics · Physics 2009-11-13 Piotr Garbaczewski

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

In this paper we consider an information theoretic approach for the accounting classification process. We propose a matrix formalism and an algorithm for calculations of information theoretic measures associated to accounting…

General Finance · Quantitative Finance 2014-09-30 E. M. S. Ribeiro , G. A. Prataviera

How should social scientists understand and communicate the uncertainty of statistically estimated causal effects? I propose we utilize the posterior distribution of a causal effect and present the probability of the effect being greater…

Applications · Statistics 2022-11-15 Akisato Suzuki

This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…

Robotics · Computer Science 2025-03-03 Aron Distelzweig , Andreas Look , Eitan Kosman , Faris Janjoš , Jörg Wagner , Abhinav Valada

Burstiness, the tendency of interaction events to be heterogeneously distributed in time, is critical to information diffusion in physical and social systems. However, an analytical framework capturing the effect of burstiness on generic…

Physics and Society · Physics 2020-07-14 Samuel Unicomb , Gerardo Iñiguez , James P. Gleeson , Márton Karsai

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

The importance of Fisher information is increasing in nonequilibrium thermodynamics, as it has played a fundamental role in trade-off relations such as thermodynamic uncertainty relations and speed limits. In this work, we investigate…

Quantum Physics · Physics 2026-03-05 Tomohiro Nishiyama , Yoshihiko Hasegawa

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

There is a lack of quantitative measures to evaluate the progression of topics through time in dynamic topic models (DTMs). Filling this gap, we propose a novel evaluation measure for DTMs that analyzes the changes in the quality of each…

Computation and Language · Computer Science 2023-09-19 Charu James , Mayank Nagda , Nooshin Haji Ghassemi , Marius Kloft , Sophie Fellenz

Due to the absence of an external, classical time variable, the probabilistic predictions of covariant quantum theory are ambiguous when multiple measurements are considered. Here, we introduce an information theoretic framework to the…

Quantum Physics · Physics 2011-11-09 S. Jay Olson , Jonathan P. Dowling

Shannon information theory provides various measures of so-called "syntactic information", which reflect the amount of statistical correlation between systems. In contrast, the concept of "semantic information" refers to those correlations…

Statistical Mechanics · Physics 2022-11-22 Artemy Kolchinsky , David H. Wolpert

Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and…

Statistical Finance · Quantitative Finance 2015-06-17 V. A. Kalyagin , A. P. Koldanov , P. A. Koldanov , P. M. Pardalos , V. A. Zamaraev

This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…

chao-dyn · Physics 2016-08-31 Andreas Hamm

We develop a systematic information-theoretic framework for quantification and mitigation of error in probabilistic Lagrangian (i.e., path-based) predictions which are obtained from dynamical systems generated by uncertain (Eulerian) vector…

Probability · Mathematics 2022-01-03 Michal Branicki , Kenneth Uda

Building on Shannon's lead, let's consider a more malleable expression for tracking uncertainty, and states of "knowledge available" vs. "knowledge missing," to better practice innovation, improve risk management, and successfully measure…

Information Theory · Computer Science 2010-06-08 Gideon Samid

Thermodynamic entropy, as defined by Clausius, characterizes macroscopic observations of a system based on phenomenological quantities such as temperature and heat. In contrast, information-theoretic entropy, introduced by Shannon, is a…

Quantum Physics · Physics 2017-01-04 Mirjam Weilenmann , Lea Krämer , Philippe Faist , Renato Renner