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We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jaynes' `concentration phenomenon' and Van Campenhout and Cover's…

Information Theory · Computer Science 2008-09-17 Peter Grunwald

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

Physics and Society · Physics 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

Exponential families form the backbone of modern statistics and machine learning, but textbooks seldom derive them from first principles in an accessible way. Although minimal sufficiency and the principle of maximum entropy, originating in…

Methodology · Statistics 2026-04-27 Korbinian Strimmer

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…

Artificial Intelligence · Computer Science 2013-01-18 Peter D. Grunwald

A classical longstanding open problem in statistics is finding an explicit expression for the probability measure which maximizes entropy with respect to given constraints. In this paper a solution to this problem is found, using…

Combinatorics · Mathematics 2023-03-14 Tomer M. Schlank , Ran J. Tessler , Amitai Netser Zernik

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…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

In statistical mechanics, measuring the number of available states and their probabilities, and thus the system's entropy, enables the prediction of the macroscopic properties of a physical system at equilibrium. This predictive capacity…

Statistical Mechanics · Physics 2023-12-14 Mathias Casiulis , Stefano Martiniani

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

It is possible to derive the maximum entropy principle from thermodynamic stability requirements. Using as a starting point the equilibrium probability distribution, currently used in non-extensive thermostatistics, it turns out that the…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

The coincidence method of measuring the entropy of a system, proposed some time ago by Ma, is generalized to include systems out of equilibrium. It is suggested that the method can be adapted to analyze multiparticle states produced in…

High Energy Physics - Phenomenology · Physics 2009-10-31 A. Bialas , W. Czyz

Convex operational models (COMs) are considered as great extrapolations to larger settings of any statistical theory. In this article we generalize the maximum entropy principle (MaxEnt) of Jaynes' to any COM. After expressing Max-Ent in a…

Quantum Physics · Physics 2016-11-25 Federico Holik , Angel Plastino

We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and,…

Dynamical Systems · Mathematics 2018-06-05 Jose F. Alves , Antonio Pumarino

Jaynes' maximum entropy (MaxEnt) principle was recently used to give a conditional, local derivation of the ``maximum entropy production'' (MEP) principle, which states that a flow system with fixed flow(s) or gradient(s) will converge to a…

Fluid Dynamics · Physics 2015-05-13 Robert K. Niven

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Given entropy's central role in multiple areas of physics and science, one important task is to develop a systematic and unifying approach to defining entropy. Games of chance become a natural candidate for characterising the uncertainty of…

Quantum Physics · Physics 2022-02-23 Sarah Brandsen , Isabelle Jianing Geng , Gilad Gour

Statistical mechanics is based on interplay between energy minimization and entropy maximization. Here we formalize this interplay via axioms of cooperative game theory (Nash bargaining) and apply it out of equilibrium. These axioms capture…

Statistical Mechanics · Physics 2020-10-14 S. G. Babajanyan , K. H. Cheong , A. E. Allahverdyan

We show that the Jaynes principle is indeed a proper inference scheme when applied to compound systems and will correctly produce the entangled maximum entropy states compatible with appropriate data. This is accomplished by including the…

Quantum Physics · Physics 2008-12-18 A. K. Rajagopal

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

We show how to determine the maximum and minimum possible values of one measure of entropy for a given value of another measure of entropy. These maximum and minimum values are obtained for two standard forms of probability distribution (or…

Quantum Physics · Physics 2007-05-23 Dominic W. Berry , Barry C. Sanders
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