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Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

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

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach…

Statistical Mechanics · Physics 2015-03-18 Sumiyoshi Abe

Inferring the input parameters of simulators from observations is a crucial challenge with applications from epidemiology to molecular dynamics. Here we show a simple approach in the regime of sparse data and approximately correct models,…

Methodology · Statistics 2022-04-06 Rainier Barrett , Mehrad Ansari , Gourab Ghoshal , Andrew D White

MaxEnt's variational principle, in conjunction with Shannon's logarithmic information measure, yields only exponential functional forms in straightforward fashion. In this communication we show how to overcome this limitation via the…

Applications · Statistics 2015-06-04 A. Hernando , A. Plastino

Data-driven modelling and computational predictions based on maximum entropy principle (MaxEnt-principle) aim at finding as-simple-as-possible - but not simpler then necessary - models that allow to avoid the data overfitting problem. We…

Computation · Statistics 2020-11-25 Horenko Illia , Marchenko Ganna , Gagliardini Patrick

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 study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data from imaginary times to real frequencies. The total error is divided in a statistical error, due to the noise in the input data, and a systematic…

Data Analysis, Statistics and Probability · Physics 2010-11-16 O. Gunnarsson , M. W. Haverkort , G. Sangiovanni

The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…

Information Theory · Computer Science 2019-06-26 Hector Zenil , Narsis A. Kiani , Jesper Tegnér

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

Simplified mechanistic models in ecology have been criticized for the fact that a good fit to data does not imply the mechanism is true: pattern does not equal process. In parallel, the maximum entropy principle (MaxEnt) has been applied in…

Populations and Evolution · Quantitative Biology 2017-05-02 James P. O'Dwyer , Andrew Rominger , Xiao Xiao

We study a dynamical system with time dependent Hamiltonian by numerical experiments so as to find a relation between thermodynamics and chaotic nature of the system. Excess information loss, defined newly based on Lyapunov analysis, is…

chao-dyn · Physics 2009-10-31 S. Sasa , T. S. Komatsu

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

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

The kinematics and dynamics of deterministic physical systems have been a foundation of our understanding of the world since Galileo and Newton. For real systems, however, uncertainty is largely present via external forces such as friction…

Statistical Mechanics · Physics 2018-06-13 Alejandra Montecinos , Sergio Davis , Joaquín Peralta

The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…

Populations and Evolution · Quantitative Biology 2012-02-29 Michael Raghib , Nicholas A. Hill , Ulf Dieckmann
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