相关论文: Game theory, maximum entropy, minimum discrepancy …
In many multiagent settings, such as electric vehicle charging and traffic routing, agents must make decisions in the face of uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, such as incomplete…
Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…
In many common interactive scenarios, participants lack information about other participants, and specifically about the preferences of other participants. In this work, we model an extreme case of incomplete information, which we term…
We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…
This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…
We use ideas from distributed computing and game theory to study dynamic and decentralized environments in which computational nodes, or decision makers, interact strategically and with limited information. In such environments, which arise…
Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…
This paper considers an information bottleneck problem with the objective of obtaining a most informative representation of a hidden feature subject to a R\'enyi entropy complexity constraint. The optimal bottleneck trade-off between…
In information theory -- as well as in the adjacent fields of statistics, machine learning, artificial intelligence, signal processing and pattern recognition -- many flexibilizations of the omnipresent Kullback-Leibler information distance…
Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…
Game-theoretic probability uses the structure of gambles to define a concept like probability, but which is more flexible and robust. We show that results in game-theoretic probability can be thought of as minimax theorems for specific…
The fundamentals of the Maximum Entropy principle as a rule for assigning and updating probabilities are revisited. The Shannon-Jaynes relative entropy is vindicated as the optimal criterion for use with an updating rule. A constructive…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…
Discrete-time replicator map is a prototype of evolutionary selection game dynamical models that have been very successful across disciplines in rendering insights into the attainment of the equilibrium outcomes, like the Nash equilibrium…
Claude Shannon coined entropy to quantify the uncertainty of a random distribution for communication coding theory. We observe that the uncertainty nature of entropy also limits its direct usage in mathematical modeling. Therefore we…
The concept of Relative Divergence of one Grading Function from another is extended from totally ordered chains to power sets of finite event spaces. Shannon Entropy concept is extended to normalized grading functions on such power sets.…
We construct several definitions of imbalance and playability, both of which are related to the existence of dominated strategies. Specifically, a maximally balanced game and a playable game cannot have dominated strategies for any player.…