The Poincar\'e-Boltzmann Machine: from Statistical Physics to Machine Learning and back

In the 21st century, many of the crucial scientific and technical issues facing humanity can be understood as problems associated with understanding, modelling, and ultimately controlling complex systems: systems comprised of a large number of non-trivially interacting components whose collective behaviour can be difficult to predict. Information theory, a branch of mathematics historically associated with questions about encoding and decoding messages, has emerged as somethi...

This work presents a new approach for classification of genomic sequences from measurements of complex networks and information theory. For this, it is considered the nucleotides, dinucleotides and trinucleotides of a genomic sequence. For each of them, the entropy, sum entropy and maximum entropy values are calculated.For each of them is also generated a network, in which the nodes are the nucleotides, dinucleotides or trinucleotides and its edges are estimated by observing ...

Experimental data bases are typically very large and high dimensional. To learn from them requires to recognize important features (a pattern), often present at scales different to that of the recorded data. Following the experience collected in statistical mechanics and thermodynamics, the process of recognizing the pattern (the learning process) can be seen as a dissipative time evolution driven by entropy from a detailed level of description to less detailed. This is the w...

Any physical system can be viewed from the perspective that information is implicitly represented in its state. However, the quantification of this information when it comes to complex networks has remained largely elusive. In this work, we use techniques inspired by quantum statistical mechanics to define an entropy measure for complex networks and to develop a set of information-theoretic tools, based on network spectral properties, such as Renyi q-entropy, generalized Kull...

Measures of dependence among variables, and measures of information content and shared information have become valuable tools of multi-variable data analysis. Information measures, like marginal entropies, mutual and multi-information, have a number of significant advantages over more standard statistical methods, like their reduced sensitivity to sampling limitations than statistical estimates of probability densities. There are also interesting applications of these measure...

The Free-Energy-Principle (FEP) is an influential and controversial theory which postulates a deep and powerful connection between the stochastic thermodynamics of self-organization and learning through variational inference. Specifically, it claims that any self-organizing system which can be statistically separated from its environment, and which maintains itself at a non-equilibrium steady state, can be construed as minimizing an information-theoretic functional -- the var...

How much information do large brain networks integrate as a whole over the sum of their parts? Can the dynamical complexity of such networks be globally quantified in an information-theoretic way and be meaningfully coupled to brain function? Recently, measures of dynamical complexity such as integrated information have been proposed. However, problems related to the normalization and Bell number of partitions associated to these measures make these approaches computationally...

This set of notes is intended for a short course aiming to provide an (almost) self-contained and (almost) elementary introduction to the topic of Information Geometry (IG) of the probability simplex. Such a course can be considered an introduction to the original monograph by Amari and Nagaoka (2000), and to the recent monographs by Amari (2016} and by Ay et al. (2017). The focus is on a non-parametric approach, that is, I consider the geometry of the full probability simple...

In this work, we introduce a new methodology for inferring the interaction structure of discrete valued time series which are Poisson distributed. While most related methods are premised on continuous state stochastic processes, in fact, discrete and counting event oriented stochastic process are natural and common, so called time-point processes (TPP). An important application that we focus on here is gene expression. Nonparameteric methods such as the popular k-nearest neig...

Information is a precise concept that can be defined mathematically, but its relationship to what we call "knowledge" is not always made clear. Furthermore, the concepts "entropy" and "information", while deeply related, are distinct and must be used with care, something that is not always achieved in the literature. In this elementary introduction, the concepts of entropy and information are laid out one by one, explained intuitively, but defined rigorously. I argue that a p...