Related papers: On Tsallis Entropy Bias and Generalized Maximum En…
In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…
We consider the common setting where one observes probability estimates for a large number of events, such as default risks for numerous bonds. Unfortunately, even with unbiased estimates, selecting events corresponding to the most extreme…
It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper…
We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…
Multi-task learning (MTL) considers learning a joint model for multiple tasks by optimizing a convex combination of all task losses. To solve the optimization problem, existing methods use an adaptive weight updating scheme, where task…
Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…
The issue of discrete probability estimation for samples of small size is addressed in this study. The maximum likelihood method often suffers over-fitting when insufficient data is available. Although the Bayesian approach can avoid…
The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…
Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic.…
The concept of Entropy plays a key role in Information Theory, Statistics, and Machine Learning.This paper introduces a new entropy measure, called the t-entropy, which exploits the concavity of the inverse-tan function. We analytically…
By using the maximum entropy principle with Tsallis entropy we obtain a fragment size distribution function which undergoes a transition to scaling. This distribution function reduces to those obtained by other authors using Shannon…
We present improved results for approximating maximum-weight independent set ($\MaxIS$) in the CONGEST and LOCAL models of distributed computing. Given an input graph, let $n$ and $\Delta$ be the number of nodes and maximum degree,…
This study derived the vertical distribution of streamwise velocity in wide open channels by maximizing Tsallis entropy, in accordance with the maximum entropy principle, subject to the total probability rule and the conservation of mass,…
In recent years, learning for neural networks can be viewed as optimization in the space of probability measures. To obtain the exponential convergence to the optimizer, the regularizing term based on Shannon entropy plays an important…
In this paper, we provide a generalized framework for Variational Inference-Stochastic Optimal Control by using thenon-extensive Tsallis divergence. By incorporating the deformed exponential function into the optimality likelihood function,…
The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…
Following the work on Shannon entropy together with the principle of maximum entropy, Luo & Singh (J. Hydrol. Eng., 2011, 16(4): 303-315) and Singh & Luo (J. Hydrol. Eng., 2011, 16(9): 725-735) explored the concept of non-extensive Tsallis…
We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown…
Good generative models should not only synthesize high quality data, but also utilize interpretable representations that aid human understanding of their behavior. However, it is difficult to measure objectively if and to what degree…
High dimensional statistics deals with the challenge of extracting structured information from complex model settings. Compared with the growing number of frequentist methodologies, there are rather few theoretically optimal Bayes methods…