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The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…

Data Analysis, Statistics and Probability · Physics 2013-11-07 A. N. Gorban

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…

Computation · Statistics 2019-06-18 Antonio Calcagnì , Livio Finos , Gianmarco Altoè , Massimiliano Pastore

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

Entropy functions played a key role in the development of mathematical theory for hyperbolic conservation laws. The notion of entropy, which is intimately connected with symmetry, is an extension \emph{imposed} on nonlinear systems of…

Analysis of PDEs · Mathematics 2026-05-26 Eitan Tadmor

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

Previously proposed measures of entanglement, such as entanglement of formation and assistance, are shown to be special cases of the relative entropy of entanglement. The difference between these measures for an ensemble of mixed states is…

Quantum Physics · Physics 2009-10-31 L. Henderson , V. Vedral

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

Information Theory · Computer Science 2016-11-17 Igal Sason

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Statistics Theory · Mathematics 2025-07-08 Dalton A R Sakthivadivel

We take another look at the general problem of selecting a preferred probability measure among those that comply with some given constraints. The dominant role that entropy maximization has obtained in this context is questioned by arguing…

Artificial Intelligence · Computer Science 2013-02-01 Manfred Jaeger

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

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

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

For a random variable we can define a variational relationship with practical physical meaning as dI=dbar(x)-bar(dx), where I is called as uncertainty measurement. With the help of a generalized definition of expectation,…

Statistical Mechanics · Physics 2008-10-27 Congjie Ou , Aziz El Kaabouchi , Alain Le Mehaute , Qiuping A. Wang , Jincan Chen

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

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

We show how convergence to the Gumbel distribution in an extreme value setting can be understood in an information-theoretic sense. We introduce a new type of score function which behaves well under the maximum operation, and which implies…

Statistics Theory · Mathematics 2024-07-22 Oliver Johnson

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