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Despite major advances in climate science over the last 30 years, persistent uncertainties in projections of future climate change remain. Climate projections are produced with increasingly complex models which attempt to represent key…

Atmospheric and Oceanic Physics · Physics 2021-05-26 Mark S. Williamson , Chad W. Thackeray , Peter M. Cox , Alex Hall , Chris Huntingford , Femke J. M. M. Nijsse

The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…

Optimization and Control · Mathematics 2020-02-03 Zhongzhu Chen , Marcia Fampa , Amélie Lambert , Jon Lee

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

The Earth, like other planets with a relatively thick atmosphere, is not locally in radiative equilibrium and the transport of energy by the geophysical fluids (atmosphere and ocean) plays a fundamental role in determining its climate.…

Atmospheric and Oceanic Physics · Physics 2015-05-27 Corentin Herbert , Didier Paillard , Masa Kageyama , Berengere Dubrulle

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

Quantum Physics · Physics 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

Any given density matrix can be represented as an infinite number of ensembles of pure states. This leads to the natural question of how to uniquely select one out of the many, apparently equally suitable, possibilities. Following Jaynes'…

Quantum Physics · Physics 2025-04-23 Fabio Anza , James P. Crutchfield

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

Mixture models are an expressive hypothesis class that can approximate a rich set of policies. However, using mixture policies in the Maximum Entropy (MaxEnt) framework is not straightforward. The entropy of a mixture model is not equal to…

Machine Learning · Computer Science 2021-03-19 Nir Baram , Guy Tennenholtz , Shie Mannor

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

Entropy and free-energy estimation are key in thermodynamic characterization of simulated systems ranging from spin models through polymers, colloids, protein structure, and drug-design. Current techniques suffer from being model specific,…

Statistical Mechanics · Physics 2019-10-30 Ram Avinery , Micha Kornreich , Roy Beck

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling…

Machine Learning · Computer Science 2019-05-29 Rithesh Kumar , Sherjil Ozair , Anirudh Goyal , Aaron Courville , Yoshua Bengio

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

The second law of thermodynamics implies a relationship between the net entropy export by the Earth and its internal irreversible entropy production. The application of this constraint for the purpose of understanding Earth's climate is…

Atmospheric and Oceanic Physics · Physics 2022-01-19 Martin S. Singh , Morgan E O'Neill

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

Machine Learning · Computer Science 2020-09-04 Aurélien Serre , Didier Chételat , Andrea Lodi

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss

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