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Daniel Andrés Díaz-Pachón

Publications and source records attributed to Daniel Andrés Díaz-Pachón.

18 recordsLinked to original sources

Conserved active information

We introduce conserved active information $I^\oplus$, a symmetric extension of active information that quantifies net information gain/loss across the entire search space, respecting No-Free-Lunch conservation. Through Bernoulli and uniform-baseline examples, we show $I^\oplus$ reveals regimes hidden from KL divergence, such as when strong knowledge reduces global disorder. Such regimes are proven formally under uniform baseline, distinguishing disorder (increasing mild knowledge from order-imposing strong knowledge. We further illustrate these regimes with examples from Markov chains and cosmological fine-tuning. This resolves a longstanding critique of active information while enabling applications in search, optimization, and beyond.

cs.NE↗

PRIM-cipal components analysis

Supervised No Free Lunch Theorems (NFLTs) are well studied, yet unsupervised NFLTs remain underexplored. For elliptical distributions, we prove that there exist two equally optimal, scientifically meaningful bump-hunting strategies that are exact opposites, with no universal winner. Specifically, peeling $k$ orthogonal dimensions from $\mathbb{R}^d$ ($d \ge k$), retaining an inter-quantile region of probability $1-α$ per peeled dimension, maximizes total variance and Frobenius norm when the $k$ smallest principal components (called pettiest components) are selected, and minimizes them when the selected dimensions are the $k$ leading principal components. These optima inspire PRIM-based bump-hunting algorithms either by minimizing variance or by minimizing volume, thereby motivating an NFLT. We test our results on the Fashion-MNIST database, showing that peeling the largest principal components captures multiplicity, while peeling the smallest principal components isolates popular styles.

stat.ML↗

Statistical learning does not always entail knowledge

In this paper, we study learning and knowledge acquisition (LKA) of an agent about a proposition that is either true or false. We use a Bayesian approach, where the agent receives data to update his beliefs about the proposition according to a posterior distribution. The LKA is formulated in terms of active information, with data representing external or exogenous information that modifies the agent's beliefs. It is assumed that data provide details about a number of features that are relevant to the proposition. We show that this leads to a Gibbs distribution posterior, which is in maximum entropy relative to the prior, conditioned on the side constraints that the data provide in terms of the features. We demonstrate that full learning is sometimes not possible and full knowledge acquisition is never possible when the number of extracted features is too small. We also distinguish between primary learning (receiving data about features of relevance for the proposition) and secondary learning (receiving data about the learning of another agent). We argue that this type of secondary learning does not represent true knowledge acquisition. Our results have implications for statistical learning algorithms, and we claim that such algorithms do not always generate true knowledge. The theory is illustrated with several examples.

cs.LG↗

Is it possible to know cosmological fine-tuning?

Fine-tuning studies whether some physical parameters, or relevant ratios between them, are located within so-called life-permitting intervals of small probability outside of which carbon-based life would not be possible. Recent developments have found estimates of these probabilities that circumvent previous concerns of measurability and selection bias. However, the question remains if fine-tuning can indeed be known. Using a mathematization of the epistemological concepts of learning and knowledge acquisition, we argue that most examples that have been touted as fine-tuned cannot be formally assessed as such. Nevertheless, fine-tuning can be known when the physical parameter is seen as a random variable and it is supported in the nonnegative real line, provided the size of the life-permitting interval is small in relation to the observed value of the parameter.

astro-ph.CO↗

Algorithmic Information Forecastability

The outcome of all time series cannot be forecast, e.g. the flipping of a fair coin. Others, like the repeated {01} sequence {010101...} can be forecast exactly. Algorithmic information theory can provide a measure of forecastability that lies between these extremes. The degree of forecastability is a function of only the data. For prediction (or classification) of labeled data, we propose three categories for forecastability: oracle forecastability for predictions that are always exact, precise forecastability for errors up to a bound, and probabilistic forecastability for any other predictions. Examples are given in each case.

cs.IT↗

Assessing, testing and estimating the amount of fine-tuning by means of active information

A general framework is introduced to estimate how much external information has been infused into a search algorithm, the so-called active information. This is rephrased as a test of fine-tuning, where tuning corresponds to the amount of pre-specified knowledge that the algorithm makes use of in order to reach a certain target. A function $f$ quantifies specificity for each possible outcome $x$ of a search, so that the target of the algorithm is a set of highly specified states, whereas fine-tuning occurs if it is much more likely for the algorithm to reach the target than by chance. The distribution of a random outcome $X$ of the algorithm involves a parameter $θ$ that quantifies how much background information that has been infused. A simple choice of this parameter is to use $θf$ in order to exponentially tilt the distribution of the outcome of the search algorithm under the null distribution of no tuning, so that an exponential family of distributions is obtained. Such algorithms are obtained by iterating a Metropolis-Hastings type of Markov chain, and this makes it possible to compute the their active information under equilibrium and non-equilibrium of the Markov chain, with or without stopping when the targeted set of fine-tuned states has been reached. Other choices of tuning parameters $θ$ are discussed as well. Nonparametric and parametric estimators of active information and tests of fine-tuning are developed when repeated and independent outcomes of the algorithm are available. The theory is illustrated with examples from cosmology, student learning, reinforcement learning, a Moran type model of population genetics, and evolutionary programming.

math.ST↗

High Dimensional Mode Hunting Using Pettiest Components Analysis

Principal components analysis has been used to reduce the dimensionality of datasets for a long time. In this paper, we will demonstrate that in mode detection the components of smallest variance, the pettiest components, are more important. We prove that for a multivariate normal or Laplace distribution, we obtain boxes of optimal volume by implementing "pettiest component analysis", in the sense that their volume is minimal over all possible boxes with the same number of dimensions and fixed probability. This reduction in volume produces an information gain that is measured using active information. We illustrate our results with a simulation and a search for modal patterns of digitized images of hand-written numbers using the famous MNIST database; in both cases pettiest components work better than their competitors. In fact, we show that modes obtained with pettiest components generate better written digits for MNIST than principal components.

stat.ME↗

Active information, missing data and prevalence estimation

The topic of this paper is prevalence estimation from the perspective of active information. Prevalence among tested individuals has an upward bias under the assumption that individuals' willingness to be tested for the disease increases with the strength of their symptoms. Active information due to testing bias quantifies the degree at which the willingness to be tested correlates with infection status. Interpreting incomplete testing as a missing data problem, the missingness mechanism impacts the degree at which the bias of the original prevalence estimate can be removed. The reduction in prevalence, when testing bias is adjusted for, translates into an active information due to bias correction, with opposite sign to active information due to testing bias. Prevalence and active information estimates are asymptotically normal, a behavior also illustrated through simulations.

stat.ME↗

Sometimes size does not matter

Cosmological fine-tuning has traditionally been associated with the narrowness of the intervals in which the parameters of the physical models must be located to make life possible. A more thorough approach focuses on the probability of the interval, not on its size. Most attempts to measure the probability of the life-permitting interval for a given parameter rely on a Bayesian statistical approach for which the prior distribution of the parameter is uniform. However, the parameters in these models often take values in spaces of infinite size, so that a uniformity assumption is not possible. This is known as the normalization problem. This paper explains a framework to measure tuning that, among others, deals with normalization, assuming that the prior distribution belongs to a class of maximum entropy (maxent) distributions. By analyzing an upper bound of the tuning probability for this class of distributions the method solves the so-called weak anthropic principle, and offer a solution, at least in this context, to the well-known lack of invariance of maxent distributions. The implication of this approach is that, since all mathematical models need parameters, tuning is not only a question of natural science, but also a problem of mathematical modeling. Cosmological tuning is thus a particular instantiation of a more general scenario. Therefore, whenever a mathematical model is used to describe nature, not only in physics but in all of science, tuning is present. And the question of whether the tuning is fine or coarse for a given parameter -- if the interval in which the parameter is located has low or high probability, respectively -- depends crucially not only on the interval but also on the assumed class of prior distributions. Novel upper bounds for tuning probabilities are presented.

physics.hist-ph↗

"Back to the future" projections for COVID-19 surges

We argue that information from countries who had earlier COVID-19 surges can be used to inform another country's current model, then generating what we call back-to-the-future (BTF) projections. We show that these projections can be used to accurately predict future COVID-19 surges prior to an inflection point of the daily infection curve. We show, across 12 different countries from all populated continents around the world, that our method can often predict future surges in scenarios where the traditional approaches would always predict no future surges. However, as expected, BTF projections cannot accurately predict a surge due to the emergence of a new variant. To generate BTF projections, we make use of a matching scheme for asynchronous time series combined with a response coaching SIR model.

q-bio.PE↗

Hypothesis testing with active information

We develop hypothesis testing for active information -the averaged quantity in the Kullback-Liebler divergence. To our knowledge, this is the first paper to derive exact probabilities of type-I errors for hypothesis testing in the area.

math.ST↗

Percolation for the stable marriage of Poisson and Lebesgue with random appetites

Let $Ξ$ be a set of centers chosen according to a Poisson point process in $\mathbb R^d$. Consider the allocation of $\mathbb R^d$ to $Ξ$ which is stable in the sense of the Gale-Shapley marriage problem, with the additional feature that every center $ξ\inΞ$ has a random appetite $αV$, where $α$ is a nonnegative scale constant and $V$ is a nonnegative random variable. Generalizing previous results by Freire, Popov and Vachkovskaia (\cite{FPV}), we show the absence of percolation when $α$ is small enough, depending on certain characteristics of the moment of $V$.

math.PR↗

Generalized active information: extensions to unbounded domains

In the last three decades, several measures of complexity have been proposed. Up to this point, most of such measures have only been developed for finite spaces. In these scenarios the baseline distribution is uniform. This makes sense because, among other things, the uniform distribution is the measure of maximum entropy over the relevant space. Active information traditionally assumes a finite interval universe of discourse but can be extended to other cases where maximum entropy is defined. Illustrating this is the purpose of this paper. Disequilibrium from maximum entropy, measured as active information, can be evaluated from baselines with unbounded support.

cs.IT↗

Active information requirements for fixation on the Wright-Fisher model of population genetics

In the context of population genetics, active information can be extended to measure the change of information of a given event (e.g., fixation of an allele) from a neutral model in which only genetic drift is taken into account to a non-neutral model that includes other sources of frequency variation (e.g., selection and mutation). In this paper we illustrate active information in population genetics through the Wright-Fisher model.

cs.IT↗

Is Cosmological Tuning Fine or Coarse?

The fine-tuning of the universe for life, the idea that the constants of nature (or ratios between them) must belong to very small intervals in order for life to exist, has been debated by scientists for several decades. Several criticisms have emerged concerning probabilistic measurement of life-permitting intervals. Herein, a Bayesian statistical approach is used to assign an upper bound for the probability of tuning, which is invariant with respect to change of physical units, and under certain assumptions it is small whenever the life-permitting interval is small on a relative scale. The computation of the upper bound of the tuning probability is achieved by first assuming that the prior is chosen by the principle of maximum entropy (MaxEnt). The unknown parameters of this MaxEnt distribution are then handled in such a way that the weak anthropic principle is not violated. The MaxEnt assumption is "maximally noncommittal with regard to missing information." This approach is sufficiently general to be applied to constants of current cosmological models, or to other constants possibly under different models. Application of the MaxEnt model reveals, for example, that the ratio of the universal gravitational constant to the square of the Hubble constant is finely tuned in some cases, whereas the amplitude of primordial fluctuations is not.

physics.gen-ph↗

A simple correction for COVID-19 sampling bias

COVID-19 testing has become a standard approach for estimating prevalence which then assist in public health decision making to contain and mitigate the spread of the disease. The sampling designs used are often biased in that they do not reflect the true underlying populations. For instance, individuals with strong symptoms are more likely to be tested than those with no symptoms. This results in biased estimates of prevalence (too high). Typical post-sampling corrections are not always possible. Here we present a simple bias correction methodology derived and adapted from a correction for publication bias in meta analysis studies. The methodology is general enough to allow a wide variety of customization making it more useful in practice. Implementation is easily done using already collected information. Via a simulation and two real datasets, we show that the bias corrections can provide dramatic reductions in estimation error.

stat.ME↗

Mode hunting through active information

We propose a new method to find modes based on active information. We develop an algorithm that, when applied to the whole space, will say whether there are any modes present \textit{and} where they are; this algorithm will reduce the dimensionality without resorting to Principal Components; and more importantly, population-wise, will not detect modes when they are not present.

physics.data-an↗

$F$ tests for the strip-split plot design

In this article we present the structure of the $F$ tests, the variance components and the approximate degrees of freedom for each of the eight possible mixed models of the strip-split plot design. We present an example to illustrate the model and compare it to more traditional settings like a three-way factorial design and a split-split plot model.

stat.ME↗