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相关论文: An Information-Theoretic Analysis of Continuous-Ti…

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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.…

统计方法学 · 统计学 2023-12-05 Hansjörg Albrecher , Martin Bladt

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…

概率论 · 数学 2021-10-12 Marcus C. Christiansen

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…

最优化与控制 · 数学 2025-09-19 Bruno Bouchard , Xiaolu Tan

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…

最优化与控制 · 数学 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

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…

人工智能 · 计算机科学 2011-07-29 Pedro A. Ortega , Daniel A. Braun

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…

统计力学 · 物理学 2026-01-15 Miles Miller-Dickson , Christopher Rose

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…

统计理论 · 数学 2014-03-06 Gabor Hannak , Alexander Jung , Norbert Goertz

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,…

信息论 · 计算机科学 2026-04-23 Eray Unsal Atay , Venkat Chandrasekaran , Victoria Kostina

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…

信息论 · 计算机科学 2025-12-19 Yutao Chen , Anthony Ephremides

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…

最优化与控制 · 数学 2013-01-08 Farhad Farokhi , Cedric Langbort , Karl H. Johansson

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…

量子物理 · 物理学 2023-03-22 Larissa Albantakis , Robert Prentner , Ian Durham

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…

最优化与控制 · 数学 2026-02-04 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

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…

量子物理 · 物理学 2026-01-30 Yusef Maleki , Luis D. Zambrano Palma , M. Suhail Zubairy

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…

最优化与控制 · 数学 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

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.…

机器学习 · 计算机科学 2022-04-12 Shengyang Sun , Daniele Calandriello , Huiyi Hu , Ang Li , Michalis Titsias

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,…

机器学习 · 计算机科学 2019-07-18 Mario Beraha , Alberto Maria Metelli , Matteo Papini , Andrea Tirinzoni , Marcello Restelli

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…

系统与控制 · 计算机科学 2018-02-01 Roy Fox , Naftali Tishby

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…

量子物理 · 物理学 2013-12-17 Kaonan Micadei , Roberto M. Serra , Lucas C. Celeri

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…

统计力学 · 物理学 2025-09-25 Akihito Sudo

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…

系统与控制 · 计算机科学 2017-08-10 Burak Demirel , Alex S. Leong , Vijay Gupta , Daniel E. Quevedo