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At least 19 records

Information Theory - The Bridge Connecting Bounded Rational Game Theory and Statistical Physics

A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all red-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principle formulation of bounded rationality and a set of new types of mean field theory in statistical physics; it also shows that those topics are fundamentally one and the same.

Wolpert, David H.↗

Simulating Remote Sensing Systems

The Application Research Toolbox (ART) is a collection of computer programs that implement algorithms and mathematical models for simulating remote sensing systems. The ART is intended to be especially useful for performing design-tradeoff studies and statistical analyses to support the rational development of design requirements for multispectral imaging systems. Among other things, the ART affords a capability to synthesize coarser-spatial-resolution image-data products. The ART also provides for simulations of image-degradation effects, including point-spread functions, misregistration of spectral images, and noise. The ART can utilize real or synthetic data sets, along with sensor specifications, to create simulated data sets. In one example of a particular application, simulated imagery of a coarse resolution system was created using high-resolution imagery from another system in order to perform a radiometric cross-comparison. In the case of a proposed sensor system, the simulated data can be used to conduct trade studies and statistical analyses to ensure that the sensor system will satisfy the requirements of potential scientific, academic, and commercial user communities.

Zanoni, Vicki↗

Software for Simulating Remote Sensing Systems

The Application Research Toolbox (ART) is a collection of computer programs that implement algorithms and mathematical models for simulating remote sensing systems. The ART is intended to be especially useful for performing design-tradeoff studies and statistical analyses to support the rational development of design requirements for multispectral imaging systems. Among other things, the ART affords a capability to synthesize coarser-spatial-resolution image-data sets from finer-spatial-resolution data sets and multispectral-image-data products from hyperspectral-image-data products. The ART also provides for synthesis of image-degradation effects, including point-spread functions, misregistration of spectral images, and noise. The ART can utilize real or synthetic data sets, along with sensor specifications, to create simulated data sets. In one example of a typical application, simulated data pertaining to an existing multispectral sensor system are used to verify the data collected by the system in operation. In the case of a proposed sensor system, the simulated data can be used to conduct trade studies and statistical analyses to ensure that the sensor system will satisfy the requirements of potential scientific, academic, and commercial user communities.

Zanoni, Vicki↗

Software for Simulating Remote Sensing Systems

The Application Research Toolbox (ART) is a collection of computer programs that implement algorithms and mathematical models for simulating remote sensing systems. The ART is intended to be especially useful for performing design-tradeoff studies and statistical analyses to support the rational development of design requirements for multispectral imaging systems. Among other things, the ART affords a capability to synthesize coarser-spatial-resolution image-data sets from finer-spatial-resolution data sets and multispectral-image-data products from hyperspectral-image-data products. The ART also provides for synthesis of image-degradation effects, including point-spread functions, misregistration of spectral images, and noise. The ART can utilize real or synthetic data sets, along with sensor specifications, to create simulated data sets. In one example of a typical application, simulated data pertaining to an existing multispectral sensor system are used to verify the data collected by the system in operation. In the case of a proposed sensor system, the simulated data can be used to conduct trade studies and statistical analyses to ensure that the sensor system will satisfy the requirements of potential scientific, academic, and commercial user communities.

Vicki Zanoni↗

A Markov Chain Approach to Probabilistic Swarm Guidance

This paper introduces a probabilistic guidance approach for the coordination of swarms of autonomous agents. The main idea is to drive the swarm to a prescribed density distribution in a prescribed region of the configuration space. In its simplest form, the probabilistic approach is completely decentralized and does not require communication or collabo- ration between agents. Agents make statistically independent probabilistic decisions based solely on their own state, that ultimately guides the swarm to the desired density distribution in the configuration space. In addition to being completely decentralized, the probabilistic guidance approach has a novel autonomous self-repair property: Once the desired swarm density distribution is attained, the agents automatically repair any damage to the distribution without collaborating and without any knowledge about the damage.

Markov chain↗

Separated and Recovering Turbulent Boundary Layer Flow Behind a Backward Facing Step For Different Reynolds Numbers

Experimental results for a two-dimensional separated turbulent boundary layer behind a backward facing step for five different Reynolds numbers are reported. Results are presented in the form of tables, graphs and a floppy disk for an easy access of the data. Reynolds number based on the step height was varied by changing the reference velocity upstream of the step, U(sub o), and the step height, h. Hot-wire measurement techniques were used to measure three Reynolds stresses and four triple-velocity correlations. In addition, surface pressure and skin friction coefficients were measured. All hot-wire measurements were acquired in a measuring domain which excluded recirculating flow region due to the directional insensitivity of hot-wires. The downstream extent of the domain from the step was 51 h for the largest and I 14h for the smallest step height. This significant downstream length permitted extensive study of the flow recovery. Prediction of perturbed flows and their recovery is particularly attractive for popular turbulence models since variations of turbulence length and time scales and flow interactions in different regions are generally inadequately predicted. The data indicate that the flow in the free shear layer region behaves like the plane mixing layer up to about 2/3 of the mean reattachment length when the flow interaction with the wall commences the flow recovery to that of an ordinary turbulent boundary layer structure. These changes of the flow do not occur abruptly with the change of boundary conditions. A reattachment region represents a transitional region where the flow undergoes the most dramatic adjustments to the new boundary conditions. Large eddies, created in the upstream free-shear layer region, are being torn, recirculated, reentrained back into the main stream interacting with the incoming flow structure. It is foreseeable that it is quite difficult to describe the physics of this region in a rational and quantitative manner other than statistical. Downstream of the reattachment point the flow recovers at different rates near the wall, in the newly developing internal boundary layer, and in the outer part of the flow. It appears that Reynolds stresses do not fully recover up to the longest recovery length of 114 h.

Jovic, Srba↗

Product Distributions for Distributed Optimization

With connections to bounded rational game theory, information theory and statistical mechanics, Product Distribution (PD) theory provides a new framework for performing distributed optimization. Furthermore, PD theory extends and formalizes Collective Intelligence, thus connecting distributed optimization to distributed Reinforcement Learning (FU). This paper provides an overview of PD theory and details an algorithm for performing optimization derived from it. The approach is demonstrated on two unconstrained optimization problems, one with discrete variables and one with continuous variables. To highlight the connections between PD theory and distributed FU, the results are compared with those obtained using distributed reinforcement learning inspired optimization approaches. The inter-relationship of the techniques is discussed.

Bieniawski, Stefan R.↗

Finding Bounded Rational Equilibria: Iterative Focusing - Part 1

A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality characterizing all real-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. It has recently been shown that the same information theoretic mathematical structure, known as Probability Collectives (PC) underlies both issues. This relationship between statistical physics and game theory allows techniques and insights from the one field to be applied to the other. In particular, PC provides a formal model-independent definition of the degree of rationality of a player and of bounded rationality equilibria. This pair of papers extends previous work on PC by introducing new computational approaches to effectively find bounded rationality equilibria of common-interest (team) games.

Wolpert, David H.↗

Finding Bounded Rational Equilibria: Alternative Lagrangians and Uncountable Move Spaces - Part 2

A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality characterizing all real-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. It has recently been shown that the same information theoretic mathematical structure, known as Probability Collectives (PC) underlies both issues. This relationship between statistical physics and game theory allows techniques and insights &om the one field to be applied to the other. In particular, PC provides a formal model-independent definition of the degree of rationality of a player and of bounded rationality equilibria. This pair of papers extends previous work on PC by introducing new computational approaches to effectively find bounded rationality equilibria of common-interest (team) games.

Wolpert, David H.↗

Airborne remote sensing of tropospheric water vapor using a near infrared DIAL system

Summarized here are the results of airborne water vapor measurements in the lower middle and upper troposphere using the Differential Absorption Lidar (DIAL) technique in the near infrared. The measurements were performed in July 1990 in Southern Bavaria between Allersberg and Straubing from 20 to 23 UTC taking advantage of night time conditions. The tropospheric H2O profiles were range investigated both horizontally and vertically. With the DIAL system that was used, water vapor measurements in the upper troposphere have been carried out for the first time. To calibrate the H2O-retrievals, effective absorption cross sections of selected H2O lines in terms of altitude around 724 nm were calculated using line parameter data from the literature (B. E. Grossmann et al). The frequency of the on-line measurements was adjusted by the spectra of a Polyacenic Semiconductor (PAS) cell filled with H2O. We found that the calibration error ranged between 0.005 and 0.015 cm(exp -1). The systematic errors of the H2O as a function of altitude were estimated below 7 km and 12 percent accuracy in the upper troposphere. The vertical H2O profile agrees well with in situ measurements in the investigated range between the top of the planetary boundary layer (PBL) up to near the tropopause. Horizontal and vertical H2O profiles are calculated by means of averaging single lidar returns. Typical horizontal resolutions range from 4 km in the lower to 11 km in the upper troposphere with vertical resolutions varying from 0.3 km up to 1 km, respectively, in order to satisfy a 5 - 10 percent accuracy in the statistical error. The measurement sensibility of the water vapor mixing ration in the upper troposphere is 0.01 g/kg.

Ehret, G.↗

Improving Learning Performance Through Rational Resource Allocation

This article shows how rational analysis can be used to minimize learning cost for a general class of statistical learning problems. We discuss the factors that influence learning cost and show that the problem of efficient learning can be cast as a resource optimization problem. Solutions found in this way can be significantly more efficient than the best solutions that do not account for these factors. We introduce a heuristic learning algorithm that approximately solves this optimization problem and document its performance improvements on synthetic and real-world problems.

resource optimization↗

A Comparative Study of Probability Collectives Based Multi-agent Systems and Genetic Algorithms

We compare Genetic Algorithms (GA's) with Probability Collectives (PC), a new framework for distributed optimization and control. In contrast to GA's, PC-based methods do not update populations of solutions. Instead they update an explicitly parameterized probability distribution p over the space of solutions. That updating of p arises as the optimization of a functional of p. The functional is chosen so that any p that optimizes it should be p peaked about good solutions. The PC approach works in both continuous and discrete problems. It does not suffer from the resolution limitation of the finite bit length encoding of parameters into GA alleles. It also has deep connections with both game theory and statistical physics. We review the PC approach using its motivation as the information theoretic formulation of bounded rationality for multi-agent systems. It is then compared with GA's on a diverse set of problems. To handle high dimensional surfaces, in the PC method investigated here p is restricted to a product distribution. Each distribution in that product is controlled by a separate agent. The test functions were selected for their difficulty using either traditional gradient descent or genetic algorithms. On those functions the PC-based approach significantly outperforms traditional GA's in both rate of descent, trapping in false minima, and long term optimization.

Huang, Chien-Feng↗

Triplets of galaxies: Their dynamics, evolution, and the origin of chaos in them

Recently Karachentsev's group at The Smithsonian Astrophysical Observatory (SAO) (6-meter Telescope Observatory) published a list of 84 triple systems of galaxies with their distances, radial (line of sight) velocities, and angular sizes (Karachentseva et al., 1988). This gives a new ground for studies of the dark matter problem which fills the gap between the large cosmic scales (White, 1987; Dekel and Rees, 1987, and Einasto et al., 1977) and the scale of individual galaxies (Erickson et al., 1987). The data on the typical velocity dispersions and linear dimension of the triplets indicate that they contain considerable amounts of dark matter (see also earlier work of Karachentseva et al., 1979). Numerical simulations show that the statistical characteristics of the Karachentsev triplets can be imitated by model ensembles of triple systems with dark matter masses M sub d = (1-3 x 10(exp 12) M sub O, which is almost ten times greater than the typical mass of stellar galaxies estimated by the standard mass-to-luminosity ration (Kiseleva and Chernin, 1988). Here, the authors report that important information can be drawn from the data on the visible configurations of these systems. The statistics of configurations provide an independent evidence for dark matter in the triplets; moreover, it enables one to argue that dark matter seems to be distributed over the whole volume of the typical triplet forming its common corona rather than concentrated within individual coronae (or haloes) of the member galaxies.

Chernin, Arthur D.↗

A New Approach to Extreme Value Estimation Applicable to a Wide Variety of Random Variables

Designing reliable structures requires an estimate of the maximum and minimum values (i.e., strength and load) that may be encountered in service. Yet designs based on very extreme values (to insure safety) can result in extra material usage and hence, uneconomic systems. In aerospace applications, severe over-design cannot be tolerated making it almost mandatory to design closer to the assumed limits of the design random variables. The issue then is predicting extreme values that are practical, i.e. neither too conservative or non-conservative. Obtaining design values by employing safety factors is well known to often result in overly conservative designs and. Safety factor values have historically been selected rather arbitrarily, often lacking a sound rational basis. To answer the question of how safe a design needs to be has lead design theorists to probabilistic and statistical methods. The so-called three-sigma approach is one such method and has been described as the first step in utilizing information about the data dispersion. However, this method is based on the assumption that the random variable is dispersed symmetrically about the mean and is essentially limited to normally distributed random variables. Use of this method can therefore result in unsafe or overly conservative design allowables if the common assumption of normality is incorrect.

Holland, Frederic A., Jr.↗

The Third-Difference Approach to Modified Allan Variance

This study gives strategies for estimating the modified Allan variance (mvar) and formulas for computing the equivalent degrees of freedom (edf) of the estimators. A third-difference formulation of mvar leads to a tractable formula for edf in the presence of power-law phase noise. The effect of estimation stride on edf is tabulated. First-degree rational-function approximations for edf are derived.

Allan variance frequency instability statistical m↗

A scaling theory for linear systems

A theory of scaling for rational (transfer) functions in terms of transformation groups is developed. Two different four-parameter scaling groups which play natural roles in studying linear systems are identified and the effect of scaling on Fisher information and related statistical measures in system identification are studied. The scalings considered include change of time scale, feedback, exponential scaling, magnitude scaling, etc. The scaling action of the groups studied is tied to the geometry of transfer functions in a rather strong way as becomes apparent in the examination of the invariants of scaling. As a result, the scaling process also provides new insight into the parameterization question for rational functions.

Brockett, R. W.↗

Estimation of the vortex length scale and intensity from two-dimensional samples

A method is proposed for estimating flow features that influence flame wrinkling in reciprocating internal combustion engines, where traditional statistical measures of turbulence are suspect. Candidate methods were tested in a computed channel flow where traditional turbulence measures are valid and performance can be rationally evaluated. Two concepts are tested. First, spatial filtering is applied to the two-dimensional velocity distribution and found to reveal structures corresponding to the vorticity field. Decreasing the spatial-frequency cutoff of the filter locally changes the character and size of the flow structures that are revealed by the filter. Second, vortex length scale and intensity is estimated by computing the ensemble-average velocity distribution conditionally sampled on the vorticity peaks. The resulting conditionally sampled 'average vortex' has a peak velocity less than half the rms velocity and a size approximately equal to the two-point-correlation integral-length scale.

Reuss, D. L.↗

The measurement of the earth's radiation budget as a problem in information theory - A tool for the rational design of earth observing systems

The measurement of the earth's radiation budget has been chosen to illustrate the technique of objective system design. The measurement process is an approximately linear transformation of the original field of radiant exitances, so that linear statistical techniques may be employed. The combination of variability, measurement strategy, and error propagation is presently made with the help of information theory, as suggested by Kondratyev et al. (1975) and Peckham (1974). Covariance matrices furnish the quantitative statement of field variability.

Barkstrom, B. R.↗