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We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the…

Machine Learning · Computer Science 2024-02-13 Tony Tohme , Mohsen Sadr , Kamal Youcef-Toumi , Nicolas G. Hadjiconstantinou

Models (i.e., governing equations) are fundamental to science and engineering. Advances in data acquisition now make it possible to extract interpretable, low dimensional descriptions from high dimensional observations. However, existing…

Quantitative Methods · Quantitative Biology 2026-05-19 Michael C. Chung , Tarran Mohan , Purushottam D. Dixit , Juan Guan

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…

Machine Learning · Computer Science 2020-01-10 Dieterich Lawson , George Tucker , Bo Dai , Rajesh Ranganath

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

A statistical framework is presented enabling optimal sampling and analysis of constant life fatigue data. Protocols using Bayesian maximum entropy sampling are built based on conventional staircase and stress step methods, reducing the…

Materials Science · Physics 2022-09-22 Christopher M Magazzeni , Rory Rose , Chris Gearhart , Jicheng Gong , Angus J Wilkinson

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Effective and intelligent exploration has been an unresolved problem for reinforcement learning. Most contemporary reinforcement learning relies on simple heuristic strategies such as $\epsilon$-greedy exploration or adding Gaussian noise…

Machine Learning · Computer Science 2025-12-19 Muhammad Usama , Dong Eui Chang

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

In this work we study how to learn good algorithms for selecting reasoning steps in theorem proving. We explore this in the connection tableau calculus implemented by leanCoP where the partial tableau provides a clean and compact notion of…

Artificial Intelligence · Computer Science 2021-07-19 Zsolt Zombori , Josef Urban , Miroslav Olšák

Active learning aims to develop label-efficient algorithms by querying the most representative samples to be labeled by a human annotator. Current active learning techniques either rely on model uncertainty to select the most uncertain…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Sayna Ebrahimi , William Gan , Dian Chen , Giscard Biamby , Kamyar Salahi , Michael Laielli , Shizhan Zhu , Trevor Darrell

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for…

Machine Learning · Computer Science 2019-09-04 Vu-Linh Nguyen , Sébastien Destercke , Eyke Hüllermeier

Bayesian experimental design (BED) has been used as a method for conducting efficient experiments based on Bayesian inference. The existing methods, however, mostly focus on maximizing the expected information gain (EIG); the cost of…

Machine Learning · Computer Science 2022-02-16 Hikaru Asano

Entropy-based objectives are widely used to perform state space exploration in reinforcement learning (RL) and dataset generation for offline RL. Behavioral entropy (BE), a rigorous generalization of classical entropies that incorporates…

Machine Learning · Computer Science 2025-02-07 Wesley A. Suttle , Aamodh Suresh , Carlos Nieto-Granda

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Domain experts often need to extract structured information from large corpora. We advocate for a search paradigm called ``extractive search'', in which a search query is enriched with capture-slots, to allow for such rapid extraction. Such…

Computation and Language · Computer Science 2021-06-10 Shauli Ravfogel , Hillel Taub-Tabib , Yoav Goldberg