A Thermodynamic Structure of Asymptotic Inference

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autor principal: Wong, Willy
Formato: Preprint
Publicado: 2026
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866910071935467520
author Wong, Willy
author_facet Wong, Willy
contents A thermodynamic framework for asymptotic inference is developed in which sample size and parameter variance define a state space. Within this description, Shannon information plays the role of entropy, and an integrating factor organizes its variation into a first-law-type balance equation. The framework supports a cyclic inequality analogous to a reversed second law, derived for the estimation of the mean. A non-trivial third-law-type result emerges as a lower bound on entropy set by representation noise. Optimal inference paths, global bounds on information gain, and a natural Carnot-like information efficiency follow from this structure, with efficiency fundamentally limited by a noise floor. Finally, de Bruijn's identity and the I-MMSE relation in the Gaussian-limit case appear as coordinate projections of the same underlying thermodynamic structure. This framework suggests that ensemble physics and inferential physics constitute shadow processes evolving in opposite directions within a unified thermodynamic description.
format Preprint
id arxiv_https___arxiv_org_abs_2602_22605
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Thermodynamic Structure of Asymptotic Inference
Wong, Willy
Information Theory
Statistics Theory
Data Analysis, Statistics and Probability
A thermodynamic framework for asymptotic inference is developed in which sample size and parameter variance define a state space. Within this description, Shannon information plays the role of entropy, and an integrating factor organizes its variation into a first-law-type balance equation. The framework supports a cyclic inequality analogous to a reversed second law, derived for the estimation of the mean. A non-trivial third-law-type result emerges as a lower bound on entropy set by representation noise. Optimal inference paths, global bounds on information gain, and a natural Carnot-like information efficiency follow from this structure, with efficiency fundamentally limited by a noise floor. Finally, de Bruijn's identity and the I-MMSE relation in the Gaussian-limit case appear as coordinate projections of the same underlying thermodynamic structure. This framework suggests that ensemble physics and inferential physics constitute shadow processes evolving in opposite directions within a unified thermodynamic description.
title A Thermodynamic Structure of Asymptotic Inference
topic Information Theory
Statistics Theory
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2602.22605