There are four types of information an agent can have concerning the state of the universe: information acquired via observation, via control, via prediction, or via retrodiction, i.e., memory. Each of these four types of information appear to rely on a different kind of physical device (e.g., an observation device, a control device, etc.). However it turns out that there is some mathematical structure that is common to those four types of devices. Any device that possesses that structure is known as an "inference device" (ID). Here I review some of the properties of IDs, including their relation with Turing machines, and (more loosely) quantum mechanics. I also review the bounds on the joint information about the physical universe that can be held by any set of IDs. These bounds constrain the possible mathematical structure of any universe that contains agents with information concerning that universe in which they are embedded.