English
Related papers

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

200 papers

A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We introduce the concept of maximal dissipative measure-valued solution to the complete Euler system. These are solutions that maximize the entropy production rate. We show that these solutions exist under fairly general hypotheses imposed…

Analysis of PDEs · Mathematics 2017-12-14 Jan Brezina , Eduard Feireisl

We describe a maximum entropy approach for computing volumes and counting integer points in polyhedra. To estimate the number of points from a particular set X in R^n in a polyhedron P in R^n, by solving a certain entropy maximization…

Combinatorics · Mathematics 2009-07-15 Alexander Barvinok , John Hartigan

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

Information Theory · Computer Science 2009-09-29 Prakash Ishwar , Pierre Moulin

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Inferential methods can be used to integrate experimental informations and molecular simulations. The maximum entropy principle provides a framework for using equilibrium experimental data and it has been shown that replica-averaged…

Biomolecules · Quantitative Biology 2018-05-16 Riccardo Capelli , Guido Tiana , Carlo Camilloni

The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

For a plasma with fixed total energy, number of particles, and momentum, the distribution function that maximizes entropy is a Boltzmann distribution. If, in addition, the rearrangement of charge is constrained, as happens on ion-ion…

Plasma Physics · Physics 2020-04-08 E. J. Kolmes , I. E. Ochs , M. E. Mlodik , N. J. Fisch

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…

Statistical Finance · Quantitative Finance 2013-10-31 Rosario Bartiromo

The paper analyzes the entropy of a system composed by non-interacting and indistinguishable particles whose quantum state numbers are modelled as independent and identically distributed classical random variables. The crucial observation…

Statistical Mechanics · Physics 2023-05-18 Arnaldo Spalvieri

The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

Machine Learning · Statistics 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

We will discuss the maximum entropy production (MaxEP) principle based on Jaynes' information theoretical arguments, as was done by Dewar (2003, 2005). With the help of a simple mathematical model of a non-equilibrium system, we will show…

Statistical Mechanics · Physics 2009-11-13 Stijn Bruers

With use of the Second Inverse Maximum Entropy Principle we find entropy functions for systems with fractal distribution functions with order parameter $q$. We compare these entropy functions with those given by the Bose-Einstein and…

Statistical Mechanics · Physics 2023-03-27 Marcelo R. Ubriaco

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

Spiking activity from populations of neurons display causal interactions and memory effects. Therefore, they are expected to show some degree of irreversibility in time. Motivated by the spike train statistics, in this paper we build a…

Biological Physics · Physics 2015-12-07 Rodrigo Cofre , Cesar Maldonado

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

In our derivation of the second law of thermodynamics from the relation of adiabatic accessibility of equilibrium states we stressed the importance of being able to scale a system's size without changing its intrinsic properties. This…

Mathematical Physics · Physics 2015-06-19 Elliott H. Lieb , Jakob Yngvason

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…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub