Related papers: Maximum Entropy, Time Series and Statistical Infer…
This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…
The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…
We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…
This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in…
In 2022, we published the book Maximum-Entropy Sampling: Algorithms and Application (Springer). Since then, there have been several notable advancements on this topic. In this manuscript, we survey some recent highlights.
(Jaynes') Method of (Shannon-Kullback's) Relative Entropy Maximization (REM or MaxEnt) can be - at least in the discrete case - according to the Maximum Probability Theorem (MPT) viewed as an asymptotic instance of the Maximum Probability…
It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
Entropy Estimation is an important problem with many applications in cryptography, statistic,machine learning. Although the estimators optimal with respect to the sample complexity have beenrecently developed, there are still some…
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…
In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…
We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…
The diversity of a community that cannot be fully counted must be inferred. The two preeminent inference methods are the MaxEnt method, which uses information in the form of constraints and Bayes' rule which uses information in the form of…
An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…
We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of {em applying/} Maximum Entropy distributions. MaxEnt has…
For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…