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Finding an effective medical treatment often requires a search by trial and error. Making this search more efficient by minimizing the number of unnecessary trials could lower both costs and patient suffering. We formalize this problem as…

Machine Learning · Computer Science 2021-02-18 Samuel Håkansson , Viktor Lindblom , Omer Gottesman , Fredrik D. Johansson

Knowledge discovery from data is an inherently iterative process. That is, what we know about the data greatly determines our expectations, and therefore, what results we would find interesting and/or surprising. Given new knowledge about…

Data Structures and Algorithms · Computer Science 2019-04-30 Michael Mampaey , Jilles Vreeken , Nikolaj Tatti

The exponential growth of scientific knowledge has made the automated generation of scientific hypotheses that combine novelty, feasibility, and research value a core challenge. Existing methods based on large language models fail to…

Artificial Intelligence · Computer Science 2025-08-05 Shiyang Duan , Yuan Tian , Qi Bing , Xiaowei Shao

Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…

Optimization and Control · Mathematics 2021-01-25 Charlie Vanaret , Philipp Seufert , Jan Schwientek , Gleb Karpov , Gleb Ryzhakov , Ivan Oseledets , Norbert Asprion , Michael Bortz

The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…

Statistics Theory · Mathematics 2015-10-15 Henryk Gzyl

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

Experimental designs are tools which can dramatically reduce the number of simulations required by time-consuming computer codes. Because we don't know the true relation between the response and inputs, designs should allow one to fit a…

Methodology · Statistics 2008-11-04 Astrid Jourdan

Information-theoretic Bayesian optimization techniques have become popular for optimizing expensive-to-evaluate black-box functions due to their non-myopic qualities. Entropy Search and Predictive Entropy Search both consider the entropy…

Machine Learning · Computer Science 2023-01-18 Carl Hvarfner , Frank Hutter , Luigi Nardi

How does the information flow between different brain regions during various stimuli? This is the question we aim to address by studying complex cognitive paradigms in terms of Information Theory. To assess creativity and the emergence of…

Neurons and Cognition · Quantitative Biology 2025-07-08 Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Holger Kantz

The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…

Information Theory · Computer Science 2021-09-01 Leonardo Ricci , Alessio Perinelli , Michele Castelluzzo

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex real-world scenarios in physics, economics, and biology. As datasets continue to grow, online inference methods…

Machine Learning · Statistics 2025-05-27 Xinchen Du , Wanrong Zhu , Wei Biao Wu , Sen Na

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

Plant breeding programs use data obtained from multi-environment selection experiments to produce improved varieties with the ultimate aim of maintaining high levels of genetic gain. Selection accuracy can be improved with the use of…

Methodology · Statistics 2026-05-13 Brian R Cullis , Alison B Smith , David GD Hughes , David Butler

Many Imitation and Reinforcement Learning approaches rely on the availability of expert-generated demonstrations for learning policies or value functions from data. Obtaining a reliable distribution of trajectories from motion planners is…

Robotics · Computer Science 2021-07-13 Alexander Lambert , Byron Boots

Empirical design in reinforcement learning is no small task. Running good experiments requires attention to detail and at times significant computational resources. While compute resources available per dollar have continued to grow…

Machine Learning · Computer Science 2024-10-30 Andrew Patterson , Samuel Neumann , Martha White , Adam White

Efficient and accurate learning of constitutive laws is crucial for accurately predicting the mechanical behavior of materials under complex loading conditions. Accurate model calibration hinges on a delicate interplay between the…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Royal C. Ihuaenyi , Wei Li , Martin Z. Bazant , Juner Zhu

To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…

Methodology · Statistics 2019-06-04 Quoc Dung Cao , Youngjun Choe
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