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Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

Recent years have seen the rise of convolutional neural network techniques in exemplar-based image synthesis. These methods often rely on the minimization of some variational formulation on the image space for which the minimizers are…

Statistics Theory · Mathematics 2019-12-05 Valentin De Bortoli , Agnes Desolneux , Alain Durmus , Bruno Galerne , Arthur Leclaire

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

Data Analysis, Statistics and Probability · Physics 2016-05-02 Sergio Davis

In this paper we recall for physicists how it is possible, using the principle of maximization of the Boltzmann-Shannon entropy, to derive the Burr-Bingh-Maddala (burr12) double power law probability distribution function and its…

Disordered Systems and Neural Networks · Physics 2016-04-19 F. Brouers

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

Mathematical Physics · Physics 2009-11-05 C. Maes , K. Netocny

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

Entropy in thermodynamics is an extensive quantity, whereas standard methods in statistical mechanics give rise to a non-extensive expression for the entropy. This discrepancy is often seen as a sign that basic formulas of statistical…

History and Philosophy of Physics · Physics 2012-09-06 Dennis Dieks

The statistics of work done on a quantum system can be quantified by the two-point measurement scheme. We show how the Shannon entropy of the work distribution admits a general upper bound depending on the initial diagonal entropy, and a…

Quantum Physics · Physics 2023-05-04 Anthony Kiely , Eoin O'Connor , Thomás Fogarty , Gabriel T. Landi , Steve Campbell

This paper derives bounds for two omnipresent information theoretic measures, the Shannon entropy and its complementary dual, the extropy. Based on a large size data set from a logconcave model, the said bounds are obtained for the entropy…

Statistics Theory · Mathematics 2025-07-21 Konstantinos Zografos

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Mahendra Singh Tomar , Christoph Kawan , Pushpak Jagtap , Majid Zamani

Entropy, under a variety of names, has long been used as a measure of diversity in ecology, as well as in genetics, economics and other fields. There is a spectrum of viewpoints on diversity, indexed by a real parameter q giving greater or…

Information Theory · Computer Science 2017-09-05 Tom Leinster , Mark W. Meckes

Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

Mathematical Physics · Physics 2012-08-27 M. Grendar, , M. Grendar

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

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,…

Data Structures and Algorithms · Computer Science 2013-05-02 Mohit Singh , Nisheeth K. Vishnoi

In view of the recent quest for well-behaved nonlinear extensions of the traditional Schroedinger-von Neumann unitary dynamics that could provide fundamental explanations of recent experimental evidence of loss of quantum coherence at the…

Quantum Physics · Physics 2010-11-13 Gian-Paolo Beretta

Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…

Mathematical Physics · Physics 2020-12-24 David Sutter , Omar Fawzi , Renato Renner