相关论文: An Information-Theoretic Analysis of Continuous-Ti…
The statistical censoring setup is extended to the situation when random measures can be assigned to the realization of datapoints, leading to a new way of incorporating expert information into the usual parametric estimation procedures.…
The information dynamics in finance and insurance applications is usually modeled by a filtration. This paper looks at situations where information restrictions apply such that the information dynamics may become non-monotone. A fundamental…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we employ an axiomatic framework for bounded rational decision-making based on a…
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…
We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation. Using information-theoretic methods, we derive a lower…
We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller,…
We consider a transmitter-receiver pair in a slotted-time system. The transmitter observes a dynamic source and sends updates to a remote receiver through an error-free communication channel that suffers a random delay. We consider two…
We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…
Originally conceived as a theory of consciousness, integrated information theory (IIT) provides a theoretical framework intended to characterize the compositional causal information that a system, in its current state, specifies about…
In this paper, we present a generalization of the certainty equivalence principle of stochastic control. One interpretation of the classical certainty equivalence principle for linear systems with output feedback and quadratic costs is as…
We investigate the information distribution among different entities in the weak measurements protocol. Focusing on multilevel, decaying systems under continuous (no-click) monitoring, we derive exact, conservation-type information…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
A challenging problem in task-free continual learning is the online selection of a representative replay memory from data streams. In this work, we investigate the online memory selection problem from an information-theoretic perspective.…
Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However,…
With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication…
Connections between information theory and thermodynamics have proven to be very useful to establish bounding limits for physical processes. Ideas such as Landauer's erasure principle and information assisted work extraction have greatly…
We study thermodynamic limits when controllers operate with only partial observability of internal correlations in multipartite systems. Understanding the costs imposed by lack of information is crucial in settings where agents must act…
This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…