This paper investigates a model featuring a monopolist seller and a buyer with an uncertain valuation for the seller’s product. The seller chooses an information system which allows the buyer to receive a private signal, potentially correlated with her valuation. No restrictions are imposed on...

Conditional independence graphs are now widely applied in science and industry to display interactions between large numbers of variables. However, the computational load of structure identification grows with the number of nodes in the network and the sample size. A tailored version of the PC...

Based on the notion of mutual information between the components of a random vector, we construct, for data reduction reasons, an optimal quantization of the support of its probability measure. More precisely, we propose a simultaneous discretization of the whole set of the components of the...

We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several graphical Markov models. Rules for comparing degree of...

We investigate the correlations of initially separable probability distributions in a globally pure bipartite system with two degrees of freedom for classical and quantum systems. A classical version of the quantum linear mutual information is introduced and the two quantities are compared for a...

Seismicity is the product of the interaction between the different parts of the lithosphere. Here, we model each part of the Earth as a cell that is constantly communicating its state to its environment. As a neuron is stimulated and produces an output, the different parts of the lithosphere are...

The intricate interplay between the variation of the stock network structure and fluctuations of that stock market is increasingly becoming a hot topic. In this work, employing a moving window to scan through every stock price time series over a period from 2 January 2001 to 7 December 2010, we...

In this study, we choose the daily closing price of 268 constituent stocks of the S&P 500 index, 221 stocks of London Stock Exchange, 148 constituent stocks of the Shanghai Composite index and 152 constituent stocks of the Hang Seng index as the research objects and select the sample of all the...

In this paper we consider an information theoretic approach for the accounting classification process. We propose a matrix formalism and an algorithm for calculations of information theoretic measures associated to accounting classification. The formalism may be useful for further...