Comments on conjectures of trace inequalities on a generalized Wigner-Yanase skew information

Furuichi, Yanagi and Kuriyama gave three conjectures of trace inequalities on the Wigner-Yanase-Dyson skew information and a generalized Wigner-Yanase skew information (Furuichi et al. (2009) [1]) and Yanagi found a counterexample showing that two of the three conjectures don't hold (Yanagi (2010) [6]). In this note, we show that the last conjecture does not hold in general. In addition, we show that in the case of 2×2 matrices the conjecture is true.     

Uncertainty relation on Wigner-Yanase-Dyson skew information

We give a trace inequality related to the uncertainty relation of Wigner-Yanase-Dyson skew information. This inequality corresponds to a generalization of the uncertainty relation derived by S. Luo (2005) [8] for the quantum uncertainty quantity excluding the classical mixture.     

Bayesian abstract economies

We have a Bayesian approach for an equilibrium problem in abstract economies of the Yannelis–Prabhakar type. We consider an economy with a countable or uncountable set of agents, with private information defined by subalgebras as per Yannelis [Yannelis, A Bayesian equilibrium existence theorem, Adv. Math. Econ. 4 (2002), pp. 61–72] and the preferences defined by correspondences. We prove an existence equilibrium results which extends the known results, as Yannelis and Prabhakar theorise in [Yannelis and Prabhakar, Existence of maximal elements and equilibrium in linear topological spaces, J. Math. Econom. 12 (1983), pp. 233–245].     

信息安全遵从行为的激励机制研究——惩罚的确定性与适度性

关于惩罚的确定性及其严重性是否能够有效地影响组织内部雇员的信息安全遵从行为,已有的研究结论尚存在着严重分歧。为了继续探索惩罚对信息安全遵从行为的影响作用,构建了信息安全遵从博弈模型,依据该模型和存在道德风险的委托人——代理人理论,分析了惩罚的确定性以及适度的惩罚严重性对信息安全遵从行为的激励机制,并对惩罚的适度性进行了数值模拟。研究表明:(1)作为委托人的组织可以设计出包含适度惩罚的最优激励契约,并获得最优的信息安全遵从收益;作为代理人的雇员不仅将接受该契约,并且会按照组织所期望的努力水平去遵从信息安全制度。(2)惩罚的确定性和适度性两者能够有效地影响雇员的信息安全遵从行为。(3)组织可以根据雇员的风险规避测度、外部机会收益、激励报酬以及信息安全产出结果这四个因素来设置适当的惩罚额度。这些研究结果将有助于信息安全管理者深入地理解并有效地管理组织内部雇员的信息安全遵从行为。     

以风险分析为中心的信息系统安全工程模型

本文首先分析了当前信息系统安全策略存在的问题.在充分研究SSE-CMM模型的基础上,采用系统工程的思想,建立了以风险分析为中心的信息系统安全生命期模型.文章还提出基于全局风险信息库(GRID)的安全风险分析方法,并对GRID的组成结构和各部分关系进行了阐述.     

On the negative value of information in informationally inefficient markets: Calculations for large number of traders

In informationally inefficient markets, classical decision theory assumes the value of information to be positive. Recent developments, however, contradict this paradigm. Schredelseker [Schredelseker, K., 2001. Is the usefulness approach useful? Some reflections on the utility of public information. In: McLeay, S., Riccaboni, A. (Eds.), Contemporary Issues in Accounting Regulation, Kluwer Academic Publishers, Boston, pp. 135–153] proposed a simulation model wherein a single security is traded among non-cooperating and asymetrically informed traders. One of the main results was the fact that badly informed traders could expect higher returns than traders with more information. But Schredelseker was able to give exact results for a small number of traders only. The aim of this paper is to give reliable results for a sufficiently large number of traders for both the expected gain and the probability of gain larger than zero. We are using combinatorial methods in order to get exact results for badly informed traders and simulation techniques for results of traders with higher level of information. The exact results are used (error between exact results and simulation results for the first traders) to determine the number of samples which have to be drawn with the simulation algorithm.     

投资决策中信息服务的研究

在一定假设条件下,建立了投资者对信息服务的价值分析和最佳投资的理论模型,并对文[1]中的结论进行修正,得到了与实际更加符合的结论.     

Interaction information and Markov chain

The problem of multivariate information analysis is considered. First, the interaction information in each dimension is defined analogously according to McGill [4] and then applied to Markov chains. The property of interaction information zero deeply relates to a certain class of weakly dependent random variables. For homogeneous, recurrent Markov chains with m states, m ≥ n ≥3, the zero criterion of n-dimensional interaction information is achieved only by (n ? 2)-dependent Markov chains, which are generated by some nilpotent matrices. Further for Gaussian Markov chains, it gives the decomposition rule of the variables into mutually correlated subchains.     

A note on the Poisson structures of the space of probability measures

The space of probability measures on a Riemannian manifold is endowed with the Fisher information metric. In [4] T. Friedrich showed that this space admits also Poisson structures {, }. In this note, we give directly another proof for the structure {, } being Poisson. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The best quadrature based on given Hermite information for the Sobolev class KW~r[a,b]

As usual, denote by KWr[a,b] the Sobolev class consisting of every function whose (r-1)th derivative is absolutely continuous on the interval [a,b] and rth derivative is bounded by K a.e. in [a, b]. For a function f∈KWr[a, b], its values and derivatives up to r -1 order at a set of nodes x are known. These values are said to be the given Hermite information. This work reports the results on the best quadrature based on the given Hermite information for the class KWr[a. b]. Existence and concrete construction issue of the best quadrature are settled down by a perfect spline interpolation. It turns out that the best quadrature depends on a system of algebraic equations satisfied by a set of free nodes of the interpolation perfect spline. From our another new result, it is shown that the system can be converted in a closed form to two single-variable polynomial equations, each being of degree approximately r/2. As a by-product, the best interpolation formula for the class KWr[a, b] is also obtained.     

Barwise's Information Frames and Modal Logics

The article studies Barwise's information frames and settles the problem of Barwise dealing in finding axiomatizations for the modal logics generated by information frames. We find axiomatic systems for: (i) the modal logic of all complete information frames; (ii) the logic of all sound and complete information frames; (iii) the logic of all hereditary and complete information frames; (iv) the logic of all complete, sound, and hereditary information frames; (v) the logic of all consistent and complete information frames. The notion of weak modal logics is also proposed, and it is shown that the weak modal logics generated by all information frames and by all hereditary information frames are K and K4, respectively. Toward a general theory, we prove that any Kripke complete modal logic is a modal logic of a certain class of information frames, and that every modal logic generated by any given class of complete, rarefied, and fully classified information frames is Kripke complete.     

Computation of local radius of information in SM-IBC identification of nonlinear systems

System identification consists in finding a model of an unknown system starting from a finite set of noise-corrupted data. A fundamental problem in this context is to asses the accuracy of the identified model. In this paper, the problem is investigated for the case of nonlinear systems within the Set Membership—Information Based Complexity framework of [M. Milanese, C. Novara, Set membership identification of nonlinear systems, Automatica 40(6) (2004) 957–975]. In that paper, a (locally) optimal algorithm has been derived, giving (locally) optimal models in nonlinear regression form. The corresponding (local) radius of information, providing the worst-case identification error, can be consequently used to measure the quality of the identified model. In the present paper, two algorithms are proposed for the computation of the local radius of information: The first provides the exact value but requires a computational complexity exponential in the dimension of the regressor space. The second is approximate but involves a polynomial (quadratic) complexity.     

A double obstacle problem arising in differential game theory

A Hamilton–Jacobi equation involving a double obstacle problem is investigated. The link between this equation and the notion of dual solutions—introduced in [S. As Soulaimani, Infinite horizon differential games with asymmetric information, PhD thesis; P. Cardaliaguet, Differential games with asymmetric information, SIAM J. Control Optim. 46 (3) (2007) 816–838; P. Cardaliaguet, C. Rainer, Stochastic differential games with asymmetric information, Appl. Math. Optim. 59 (1) (2009) 1–36] in the framework of differential games with lack of information—is established. As an application we characterize the convex hull of a function in the simplex as the unique solution of some nonlinear obstacle problem.     

基于Vague集信息的多属性群决策专家水平评判方法

针对基于Vague集信息的多属性群决策专家水平评判问题提出了两种评判方法.首先引进了基于Vague集信息的多属性群决策信息体(即决策信息体)的相关概念,通过决策信息体构造了基于Vague集信息的一致性决策矩阵及模糊熵,其次利用Vague集信息的相似度量以及Vague集信息的模糊熵两种信息不确定性度量方法,对基于Vague集信息的多属性群决策专家水平评判问题提出了两种评判方法,即统计分析方法和模糊熵分析方法,对专家的评判水平进行排序.最后,通过一个算例说明两种方法的一致性、有效性和实用性.     

A definition of information,the arrow of information,and its relationship to life

A new definition of information is proposed that is minimalistic and incorporates a lifetime requirement for conditions, (which we define here) applied to anything that can be considered to be information. The definition explicitly treats a state in thermodynamic equilibrium as an effectively zero information state. The definition includes the absolute requirement of selection for achieving information; the selection criterion being that the information directly or indirectly contributes to its own replication. The definition also explicitly incorporates the Laws of Thermodynamics, the Second Law leading to the requirement for replication. Finally, the definition explains the origin of information and predicts the monotonic increase of information with time. Published 2010 Wiley Periodicals, Inc. Complexity, 2011     

一个投资问题的信息结构

本文研究一个投资问题中的信息价值，其中信息可以是不完美的，信息价值依赖于其结构．信息结构由状态变量与信息变量联合概率(或条件概率)矩阵来描述．我们定义了矩阵的一些偏序，通过这些偏序给出了信息价值的比较关系．由这些结果，我们导出了信息价值的一些基本性质．     

非线性生态系统的复杂动力学行为研究(Ⅲ)

本文继续文献[1～2]的研究,首先引进了生态系统的系综概念,在此基础上比较详细地讨论了生态协同学的微观方法和宏观方法.将这二者结合起来,利用生态系统输出(或可以测得)的宏观数据,建立广义金兹堡-朗道方程(GGLE),把握广义相变(群落演替)前后的信息变化,找出其微观对客观结果的作用机制,这也许是对复杂生态系统作用机制研究的一条新途径.     

A model of interim information sharing under incomplete information

We propose a two-person game-theoretical model to study information sharing decisions at an interim stage when information is incomplete. The two agents have pieces of private information about the state of nature, and that information is improved by combining the pieces. Agents are both senders and receivers of information. There is an institutional arrangement that fixes a transfer of wealth from an agent who lies about her private information. In our model, we show that (1) there is a positive relation between information revelation and the amount of the transfers, and (2) information revelation has a collective action structure, in particular, the incentives of an agent to reveal decrease with respect to the amount of information disclosed by the other.     

Robust portfolio modeling with incomplete cost information and project interdependencies

Robust portfolio modeling (RPM) [Liesiö, J., Mild, P., Salo, A., 2007. Preference programming for robust portfolio modeling and project selection. European Journal of Operational Research 181, 1488–1505] supports project portfolio selection in the presence of multiple evaluation criteria and incomplete information. In this paper, we extend RPM to account for project interdependencies, incomplete cost information and variable budget levels. These extensions lead to a multi-objective zero-one linear programming problem with interval-valued objective function coefficients for which all non-dominated solutions are determined by a tailored algorithm. The extended RPM framework permits more comprehensive modeling of portfolio problems and provides support for advanced benefit–cost analyses. It retains the key features of RPM by providing robust project and portfolio recommendations and by identifying projects on which further attention should be focused. The extended framework is illustrated with an example on product release planning.     

Optimal Conditional Estimation: Average Case Setting

We consider an estimation problem which appears in the identification of systems by means of restricted complexity models: find the optimal approximation to an element of a linear normed space (a system) based on noisy information, subject to the restriction that approximations (models) can be selected from a prescribed subspace M of the problem element space. In contrast to the worst-case optimization criterion, which may be pessimistic, in this paper the quality of an identification algorithm is measured by its local average performance. Two types of local average errors are considered: for a given information (measurement) y and for a given unknown element x, the latter in two versions. For a wide spectrum of norms in the measurement space, we define an optimal algorithm and give expressions for its average errors which show the dependence on information, information errors, unmodelled dynamics, and norm in the measurement space.