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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 synthesis of complex materials through the self-assembly of particles at the nanoscale provides opportunities for the realization of novel material properties. However, the inverse design process to create experimentally feasible…

Soft Condensed Matter · Physics 2022-03-01 Carl S. Adorf , James Antonaglia , Julia Dshemuchadse , Sharon C. Glotzer

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production…

Information Theory · Computer Science 2014-01-14 Alexander L. Fradkov , Dmitry S. Shalymov

We describe a novel method to obtain thermodynamic properties of quantum systems using Baysian Inference -- Maximum Entropy techniques. The method is applicable to energy values sampled at a discrete set of temperatures from Quantum Monte…

Condensed Matter · Physics 2009-10-31 Carey Huscroft , Richard Gass , Mark Jarrell

Vindicating a sophisticated but non-rigorous physics approach called the cavity method, we establish a formula for the mutual information in statistical inference problems induced by random graphs and we show that the mutual information…

Discrete Mathematics · Computer Science 2018-06-28 Amin Coja-Oghlan , Florent Krzakala , Will Perkins , Lenka Zdeborova

Accurate interaction potentials between microscopic components such as colloidal particles or cells are crucial to understanding a range of processes, including colloidal crystallization, bacterial colony formation, and cancer metastasis.…

By developing a method to represent the Renyi entropies via a replica-trick on classical statistical mechanical systems, we introduce a procedure to calculate the Renyi Mutual Information in any Monte Carlo simulation. Through simulations…

Statistical Mechanics · Physics 2013-10-08 Jason Iaconis , Stephen Inglis , Ann B. Kallin , Roger G. Melko

An information theory description of finite systems explicitly evolving in time is presented. We impose a MaxEnt variational principle on the Shannon entropy at a given time while the constraints are set at a former time. The resulting…

Nuclear Theory · Physics 2008-11-26 F. Gulminelli , Ph. Chomaz , O. Juillet , M. J. Ison , C. O. Dorso

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

We study spin glasses with Kac type interaction potential for small but finite inverse interaction range $\gamma$. Using the theoretical setup of coupled replicas, through the replica method we argue that the probability of overlap profiles…

Disordered Systems and Neural Networks · Physics 2009-11-10 Silvio Franz , Fabio Lucio Toninelli

The correspondence principle states that the quantum system will approach to the classical system in high quantum numbers. Indeed, the average of the probability density distribution reflects a classical-like distribution. However, the…

Quantum Physics · Physics 2021-01-05 Ciann-Dong Yang , Shiang-Yi Han

Information theory is used to perform a thermodynamic study of non equilibrium anisotropic radiation. We limit our analysis to a second-order truncation of the moments, obtaining a distribution function which leads to a natural closure of…

Statistical Mechanics · Physics 2009-10-30 Raquel Dominguez-Cascante

We introduce an inequality which may be viewed as a generalization of both the Brascamp-Lieb inequality and its reverse (Barthe's inequality), and prove its information-theoretic (i.e.\ entropic) formulation. This result leads to a unified…

Information Theory · Computer Science 2017-12-05 Jingbo Liu , Thomas A. Courtade , Paul Cuff , Sergio Verdu

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

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

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

Dynamical Systems · Mathematics 2021-07-15 Pedro Pessoa

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

We demonstrate how an iterative method for potential inversion from distribution functions developed for simple liquid systems can be generalized to polymer systems. It uses the differences in the potentials of mean force between the…

Soft Condensed Matter · Physics 2007-05-23 Dirk Reith , Mathias Puetz , Florian Mueller-Plathe
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