Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium theory of zero-sum games between Decision Maker and Nature, these two problems are shown to be dual to each other, the solution to each providing that to the other. Although Tops\oe described this connection for the Shannon entropy over 20 years ago, it does not appear to be widely known even in that important special case. We here generalize this theory to apply to arbitrary decision problems and loss functions. We indicate how an appropriate generalized definition of entropy can be associated with such a problem, and we show that, subject to certain regularity conditions, the above-mentioned duality continues to apply in this extended context. This simultaneously provides a possible rationale for maximizing entropy and a tool for finding robust Bayes acts. We also describe the essential identity between the problem of maximizing entropy and that of minimizing a related discrepancy or divergence between distributions. This leads to an extension, to arbitrary discrepancies, of a well-known minimax theorem for the case of Kullback-Leibler divergence (the ``redundancy-capacity theorem'' of information theory). For the important case of families of distributions having certain mean values specified, we develop simple sufficient conditions and methods for identifying the desired solutions.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/00905360400000055

Surface-hopping dynamics and decoherence with quantum equilibrium structure

In open quantum systems decoherence occurs through interaction of a quantum subsystem with its environment. The computation of expectation values requires a knowledge of the quantum dynamics of operators and sampling from initial states of the density matrix describing the subsystem and bath. We consider situations where the quantum evolution can be approximated by quantum-classical Liouville dynamics and examine the circumstances under which the evolution can be reduced to surface-hopping dynamics, where the evolution consists of trajectory segments evolving exclusively on single adiabatic surfaces, with probabilistic hops between these surfaces. The justification for the reduction depends on the validity of a Markovian approximation on a bath averaged memory kernel that accounts for quantum coherence in the system. We show that such a reduction is often possible when initial sampling is from either the quantum or classical bath initial distributions. If the average is taken only over the quantum dispersion that broadens the classical distribution, then such a reduction is not always possible.Comment: 11, pages, 8 figure