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Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

统计力学 · 物理学 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

机器学习 · 统计学 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

In this chapter, we identify fundamental geometric structures that underlie the problems of sampling, optimisation, inference and adaptive decision-making. Based on this identification, we derive algorithms that exploit these geometric…

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

统计力学 · 物理学 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

数据分析、统计与概率 · 物理学 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

We show a relationship between the entropy production in stochastic thermodynamics and the stochastic interaction in the information integrated theory. To clarify this relationship, we newly introduce an information geometric interpretation…

统计力学 · 物理学 2020-07-15 Sosuke Ito , Masafumi Oizumi , Shun-ichi Amari

Experimental data is often comprised of variables measured independently, at different sampling rates (non-uniform ${\Delta}$t between successive measurements); and at a specific time point only a subset of all variables may be sampled.…

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of…

机器学习 · 计算机科学 2024-03-20 Kieran A. Murphy , Dani S. Bassett

In a topological dynamical system the complexity of an orbit is a measure of the amount of information (algorithmic information content) that is necessary to describe the orbit. This indicator is invariant up to topological conjugation. We…

动力系统 · 数学 2007-05-23 Stefano Galatolo

We try to establish a unified information theoretic approach to learning and to explore some of its applications. First, we define {\em predictive information} as the mutual information between the past and the future of a time series,…

数据分析、统计与概率 · 物理学 2007-05-23 Ilya Nemenman

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

动力系统 · 数学 2021-07-15 Pedro Pessoa

In many areas of applied mathematics, engineering, and social and natural sciences, decentralization of information is a key aspect determining how to approach a problem. In this review article, we study information structures in a…

最优化与控制 · 数学 2020-10-16 Naci Saldi , Serdar Yuksel

The brain is a highly complex system. Most of such complexity stems from the intermingled connections between its parts, which give rise to rich dynamics and to the emergence of high-level cognitive functions. Disentangling the underlying…

神经元与认知 · 定量生物学 2023-08-14 Vito Dichio , Fabrizio De Vico Fallani

We present an extension of the ergodic, mixing and Bernoulli levels of the ergodic hierarchy in dynamical systems, the information geometric ergodic hierarchy (IGEH), making use of statistical models on curved manifolds in the context of…

数学物理 · 物理学 2017-06-28 Ignacio S. Gomez , Mariela Portesi

Model selection in clustering requires (i) to specify a suitable clustering principle and (ii) to control the model order complexity by choosing an appropriate number of clusters depending on the noise level in the data. We advocate an…

信息论 · 计算机科学 2010-06-03 Joachim M. Buhmann

The emergence of cosmic structure is commonly considered one of the most complex phenomena in Nature. However, this complexity has never been defined nor measured in a quantitative and objective way. In this work we propose a method to…

宇宙学与河外天体物理 · 物理学 2016-11-29 Franco Vazza

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

动力系统 · 数学 2012-09-14 José F. Alves , Jorge Milhazes Freitas , Stefano Luzzatto , Sandro Vaienti

I review recent works showing that information geometry is a useful framework to characterize quantum coherence and entanglement. Quantum systems exhibit peculiar properties which cannot be justified by classical physics, e.g. quantum…

量子物理 · 物理学 2018-10-08 Davide Girolami

We develop a language for describing the relationship among observations, mathematical models, and the underlying principles from which they are derived. Using Information Geometry, we consider geometric properties of statistical models for…

数据分析、统计与概率 · 物理学 2016-07-14 Mark K. Transtrum , Gus Hart , Peng Qiu

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

计算物理 · 物理学 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis