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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

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

We formulate, under general conditions, the problem of maximisation of the total entropy of the system, assumed to be in a composable form, for fixed total value of the constrained quantity. We derive the general form of the composability…

Statistical Mechanics · Physics 2009-11-10 Ramandeep S. Johal

A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

Statistical Mechanics · Physics 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

Statistical Mechanics · Physics 2009-11-11 E. V. Vakarin , J. P. Badiali

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

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 demonstrate and characterize a first-principles approach to modeling the mass action dynamics of metabolism. Starting from a basic definition of entropy expressed as a multinomial probability density using Boltzmann probabilities with…

Chemical Physics · Physics 2024-07-10 William R. Cannon , Samuel Britton , Mikahl Banwarth-Kuhn , Mark Alber

Recommendations based on behavioral data may be faced with ambiguous statistical evidence. We consider the case of association rules, relevant e.g.~for query and product recommendations. For example: Suppose that a customer belongs to…

Databases · Computer Science 2015-01-12 Rasmus Pagh , Morten Stöckel

The use of maximum entropy inference in reasoning with uncertain information is commonly justified by an information-theoretic argument. This paper discusses a possible objection to this information-theoretic justification and shows how it…

Artificial Intelligence · Computer Science 2013-04-15 Daniel Hunter

The operational characterization of quantum coherence is the corner stone in the development of resource theory of coherence. We introduce a new coherence quantifier based on max-relative entropy. We prove that max-relative entropy of…

Quantum Physics · Physics 2018-01-17 Kaifeng Bu , Uttam Singh , Shao-Ming Fei , Arun Kumar Pati , Junde Wu

This paper proposes that the mathematical relationship between an entropy distribution and its limit offers some new insight into system performance. This relationship is used to quantify variation among the entities of a system, where…

Information Theory · Computer Science 2007-07-16 Ken Krechmer

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

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

How to find unknown distributions is questioned in many pieces of research. There are several ways to figure them out, but the main question is which acts more reasonably than others. In this paper, we focus on the maximum entropy principle…

Other Statistics · Statistics 2023-07-26 Seyedeh Azadeh Fallah Mortezanejad

We describe in great generality features concerning constrained entropic, functional variational problems that allow for a broad range of applications. Our discussion encompasses not only entropies but, potentially, any functional of the…

Statistical Mechanics · Physics 2018-08-22 A. R. Plastino , A. Plastino , M. C. Rocca

We revisit the maximum-entropy inference of the state of a finite-level quantum system under linear constraints. The constraints are specified by the expected values of a set of fixed observables. We point out the existence of…

Quantum Physics · Physics 2016-05-17 Stephan Weis