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(Jaynes') Method of (Shannon-Kullback's) Relative Entropy Maximization (REM or MaxEnt) can be - at least in the discrete case - according to the Maximum Probability Theorem (MPT) viewed as an asymptotic instance of the Maximum Probability…

Data Analysis, Statistics and Probability · Physics 2012-08-27 M. Grendar, , M. Grendar

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

The Gibbs entropy of a macroscopic classical system is a function of a probability distribution over phase space, i.e., of an ensemble. In contrast, the Boltzmann entropy is a function on phase space, and is thus defined for an individual…

Statistical Mechanics · Physics 2020-07-01 Sheldon Goldstein , Joel L. Lebowitz , Roderich Tumulka , Nino Zanghi

Given physical systems, counting rule for their statistical mechanical descriptions need not be unique, in general. It is shown that this nonuniqueness leads to the existence of various canonical ensemble theories which equally arise from…

Quantum Physics · Physics 2009-10-31 Sumiyoshi Abe , A. K. Rajagopal

We derive the microcanonical ensemble from the Maximum Entropy Principle (MEP) using the phase space volume entropy of P. Hertz. Maximizing this entropy with respect to the probability distribution with the constraints of normalization and…

Statistical Mechanics · Physics 2008-02-15 Michele Campisi , Donald H. Kobe

The main goal of this paper is to extend and apply the principle of maximum entropy (MaxEnt) to incomplete quantum process estimation tasks. We will define a so-called process entropy function being the von Neumann entropy of the state…

Quantum Physics · Physics 2009-11-13 Mario Ziman

The Boltzmann-Wallis-Jaynes' multiplicity argument is taken up and elaborated. MaxEnt is proved and demonstrated to be just an asymptotic case of looking for such a vector of absolute frequencies in a feasible set, which has maximal…

Mathematical Physics · Physics 2015-06-26 Marian Grendar , Marian Grendar

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

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

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha

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 maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

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

Maximum entropy (Maxent) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, Maxent models need efficient optimization…

Machine Learning · Statistics 2024-03-12 Gabriel P. Langlois , Jatan Buch , Jérôme Darbon

In density estimation task, maximum entropy model (Maxent) can effectively use reliable prior information via certain constraints, i.e., linear constraints without empirical parameters. However, reliable prior information is often…

Machine Learning · Computer Science 2010-04-08 Yuexian Hou , Tingxu Yan , Peng Zhang , Dawei Song , Wenjie Li

Using the Dissipation Theorem and a corollary of the Fluctuation Theorem, namely the Second Law Inequality, we give a first-principles derivation of Boltzmann's postulate of equal a priori probability in phase space for the microcanonical…

Statistical Mechanics · Physics 2012-09-11 Denis J. Evans , Debra J. Searles , Stephen R. Williams

Introduced by Boltzmann under the name "monode," the microcanonical ensemble serves as the fundamental representation of equilibrium thermodynamics in statistical mechanics by counting all possible realizations of a system's states.…

Statistical Mechanics · Physics 2026-01-27 Roman Belousov , Jenna Elliott , Florian Berger , Lamberto Rondoni , Anna Erzberger

This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in…

Data Analysis, Statistics and Probability · Physics 2021-08-04 Ariel Caticha

Recent work in data mining and related areas has highlighted the importance of the statistical assessment of data mining results. Crucial to this endeavour is the choice of a non-trivial null model for the data, to which the found patterns…

Artificial Intelligence · Computer Science 2009-06-30 Tijl De Bie

Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…

Quantum Physics · Physics 2022-07-26 Shi-Yao Hou , Zipeng Wu , Jinfeng Zeng , Ningping Cao , Chenfeng Cao , Youning Li , Bei Zeng