Measures of distinguishability between stochastic processes

Physical Review. E
Chengran YangThomas J Elliott

Abstract

Quantifying how distinguishable two stochastic processes are is at the heart of many fields, such as machine learning and quantitative finance. While several measures have been proposed for this task, none have universal applicability and ease of use. In this article, we suggest a set of requirements for a well-behaved measure of process distinguishability. Moreover, we propose a family of measures, called divergence rates, that satisfy all of these requirements. Focusing on a particular member of this family-the coemission divergence rate-we show that it can be computed efficiently, behaves qualitatively similar to other commonly used measures in their regimes of applicability, and remains well behaved in scenarios where other measures break down.

References

Feb 1, 1994·Proceedings of the National Academy of Sciences of the United States of America·P BaldiM A McClure
Feb 3, 1999·Bioinformatics·K KarplusR Hughey
Jul 10, 1989·Physical Review Letters·J P Crutchfield, K Young
Apr 20, 2001·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·E CarlonU Schollwöck
Nov 9, 2004·Bioinformatics·Johannes Söding
Sep 28, 2010·Physical Review Letters·Kristan Temme, Frank Verstraete
Mar 29, 2012·Nature Communications·Mile GuVlatko Vedral
Nov 2, 2014·Physical Review Letters·M KlieschJ Eisert
Jun 30, 2018·Physical Review Letters·Felix C BinderMile Gu
Jan 13, 2019·Physical Review Letters·Chengran YangMile Gu
Mar 2, 2019·Physical Review Letters·Yoav LevineAmnon Shashua

❮ Previous
Next ❯

Related Concepts

Trending Feeds

COVID-19

Coronaviruses encompass a large family of viruses that cause the common cold as well as more serious diseases, such as the ongoing outbreak of coronavirus disease 2019 (COVID-19; formally known as 2019-nCoV). Coronaviruses can spread from animals to humans; symptoms include fever, cough, shortness of breath, and breathing difficulties; in more severe cases, infection can lead to death. This feed covers recent research on COVID-19.

Blastomycosis

Blastomycosis fungal infections spread through inhaling Blastomyces dermatitidis spores. Discover the latest research on blastomycosis fungal infections here.

Nuclear Pore Complex in ALS/FTD

Alterations in nucleocytoplasmic transport, controlled by the nuclear pore complex, may be involved in the pathomechanism underlying multiple neurodegenerative diseases including Amyotrophic Lateral Sclerosis and Frontotemporal Dementia. Here is the latest research on the nuclear pore complex in ALS and FTD.

Applications of Molecular Barcoding

The concept of molecular barcoding is that each original DNA or RNA molecule is attached to a unique sequence barcode. Sequence reads having different barcodes represent different original molecules, while sequence reads having the same barcode are results of PCR duplication from one original molecule. Discover the latest research on molecular barcoding here.

Chronic Fatigue Syndrome

Chronic fatigue syndrome is a disease characterized by unexplained disabling fatigue; the pathology of which is incompletely understood. Discover the latest research on chronic fatigue syndrome here.

Evolution of Pluripotency

Pluripotency refers to the ability of a cell to develop into three primary germ cell layers of the embryo. This feed focuses on the mechanisms that underlie the evolution of pluripotency. Here is the latest research.

Position Effect Variegation

Position Effect Variagation occurs when a gene is inactivated due to its positioning near heterochromatic regions within a chromosome. Discover the latest research on Position Effect Variagation here.

STING Receptor Agonists

Stimulator of IFN genes (STING) are a group of transmembrane proteins that are involved in the induction of type I interferon that is important in the innate immune response. The stimulation of STING has been an active area of research in the treatment of cancer and infectious diseases. Here is the latest research on STING receptor agonists.

Microbicide

Microbicides are products that can be applied to vaginal or rectal mucosal surfaces with the goal of preventing, or at least significantly reducing, the transmission of sexually transmitted infections. Here is the latest research on microbicides.