English
Related papers

Related papers: Maximum entropy principle and the form of source i…

200 papers

Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed,…

Data Analysis, Statistics and Probability · Physics 2017-06-27 P. G. L. Porta Mana

We propose an approach to the realization of many-body quantum state distributions inspired by combined principles of thermodynamics and mesoscopic physics. Its essence is a maximum entropy principle conditioned by conservation laws. We go…

Quantum Physics · Physics 2022-03-25 Alexander Altland , David A. Huse , Tobias Micklitz

Nonequilibrium statistical physics is concerned with a fundamental problem in physics, the phenomenon of irreversibility, which is not rigorously solved yet. Different approaches to the statistical mechanics of nonequilibrium processes are…

Statistical Mechanics · Physics 2019-05-07 G. Röpke

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

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

A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the…

Statistical Mechanics · Physics 2009-02-10 V. V. Ryazanov

In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use…

Statistical Mechanics · Physics 2015-05-14 Erik Van der Straeten

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

A simple expression for the non-equilibrium distribution function in ultra-fast transient processes is proposed. Postulating its dependence on temporal derivatives of the equilibrium integrals of motion, non-equilibrium analogues of the…

Statistical Mechanics · Physics 2025-02-18 K. S. Glavatskiy

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

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…

Methodology · Statistics 2021-06-17 Sai K. Popuri , Nagaraj K. Neerchal , Amita Mehta , Ahmad Mousavi

The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…

Statistical Mechanics · Physics 2015-05-19 E. V. Vakarin , J. P. Badiali

Superstatistics describes nonequilibrium steady states as superpositions of canonical ensembles with a probability distribution of temperatures. Rather than assume a certain distribution of temperature, recently [J. Phys. A: Math. Theor.…

Statistical Mechanics · Physics 2020-10-28 Sergio Davis

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

There are three ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a…

Statistical Mechanics · Physics 2018-11-05 Stefan Thurner , Bernat Corominas-Murtra , Rudolf Hanel

We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in…

Statistical Mechanics · Physics 2015-06-25 R. Pastor-Satorras , J. Wagensberg

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

Numerical methods for the description of nonequilibrium many-particle quantum systems such as equation of motion techniques often cannot compute the full statistics of observables but only moments of it, such as mean, variance and…

Statistical Mechanics · Physics 2018-12-05 Boris Gulyak , Boris Melcher , Jan Wiersig

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan