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Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explained from very different perspectives. In…

Adaptation and Self-Organizing Systems · Physics 2011-03-10 Ricardo Lopez-Ruiz , Jose-Luis Lopez , Xavier Calbet

In this letter we show that the Shore--Johnson axioms for Maximum Entropy Principle in statistical estimation theory account for a considerably wider class of entropic functional than previously thought. Apart from a formal side of the…

Statistical Mechanics · Physics 2019-04-03 Petr Jizba , Jan Korbel

A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…

Machine Learning · Computer Science 2020-06-26 Amir R. Asadi , Emmanuel Abbe

After the justification of the maximum entropy approach for equilibrium thermodynamic system, and of a maximum path entropy algorithm for nonequilibrium thermodynamic systems by virtue of the principle of virtual work, we present in this…

Statistical Mechanics · Physics 2007-12-18 Qiuping A. Wang

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for…

Statistical Mechanics · Physics 2007-06-13 Takafumi Kita

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

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

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

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…

Classical Physics · Physics 2012-11-13 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

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…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

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…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of…

Statistical Mechanics · Physics 2012-06-22 Denis Nikolaevich Sob'yanin

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

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

Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. Here we present the analytical form of entropy which --under the maximum entropy…

Statistical Mechanics · Physics 2008-04-23 Stefan Thurner , Rudolf Hanel

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

Statistical Mechanics · Physics 2011-03-07 Cecile Monthus

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

Strongly Correlated Electrons · Physics 2018-11-05 Jae-Hoon Sim , Myung Joon Han