Related papers: Improved Maximum Entropy Analysis with an Extended…
Imaging interferometric data in radio astronomy requires the use of non-linear algorithms that rely on different assumptions on the source structure and may produce non-unique results. This is especially true for Very Long Baseline…
Many fields of physics use quantum Monte Carlo techniques, but struggle to estimate dynamic spectra via the analytic continuation of imaginary-time quantum Monte Carlo data. One of the most ubiquitous approaches to analytic continuation is…
Two hitherto disconnected threads of research, diverse exploration (DE) and maximum entropy RL have addressed a wide range of problems facing reinforcement learning algorithms via ostensibly distinct mechanisms. In this work, we identify a…
We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…
We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…
The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…
Convex optimization over the spectrahedron, i.e., the set of all real $n\times n$ positive semidefinite matrices with unit trace, has important applications in machine learning, signal processing and statistics, mainly as a convex…
We present MESMOC+, an improved version of Max-value Entropy search for Multi-Objective Bayesian optimization with Constraints (MESMOC). MESMOC+ can be used to solve constrained multi-objective problems when the objectives and the…
The generalized maximum entropy method (GMEM) is a special modification of the standard maximum entropy method (MEM) which seeks solutions in the space of complex functions. In this work a reduced version of the GMEM intended for…
Wavelet functions allow the sparse and efficient representation of a signal at different scales. Recently the application of wavelets to the denoising of maps of cosmic microwave background (CMB) fluctuations has been proposed. The…
We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
Sampling from constrained distributions has a wide range of applications, including in Bayesian optimization and robotics. Prior work establishes convergence and feasibility guarantees for constrained sampling, but assumes that the feasible…
This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is used as a Search step by the MADS algorithm. The result of…
In this paper, we study the maximum entropy sampling problem (MESP) and its variants. MESP seeks to identify a small subset of variables that maximizes the determinant of a covariance submatrix, and is a fundamental model in optimal…
Reconstructing 4D or 6D phase space distributions from 1D or 2D measurements is a challenging inverse problem encountered in particle accelerators. Entropy maximization is an established method to incorporate prior information in the…
We propose a modified maximum-entropy (MENT) algorithm for six-dimensional phase space tomography. The algorithm uses particle sampling and low-dimensional density estimation to approximate large sets of high-dimensional integrals in the…
Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…
We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…
Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…