Mapping Uncertainty to Information Theory: Expert Analysis on 3 Types
abeirami · x · 2026-08-20
Addressing the classification of uncertainty into aleatoric and two types of epistemic (parametric and structural) uncertainty, Abeirami provides an information-theoretic mapping:
- Aleatoric: Maps directly to irreducible noise or randomness.
- Parametric Epistemic: Corresponds to universal source coding and estimation. Universal codes achieve rates almost identical to knowing parameters in advance (given finite parameters and mild regularity), where redundancy quantifies the cost of not knowing θ (mutual information I(X;θ)).
- Structural Epistemic: Concerns uncertainty about the generating rule or model class itself.
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