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We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…

Machine Learning · Computer Science 2020-08-26 Burak Çakmak , Manfred Opper

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

The appeal of thermodynamics to problems outside physics is undeniable, as is the growing recognition of its apparent universality, yet in the absence of a rigorous formalism divorced from the peculiarities of molecular systems all attempts…

Statistical Mechanics · Physics 2020-07-06 Themis Matsoukas

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes

We outline a phenomenological theory of evolution and origin of life by combining the formalism of classical thermodynamics with a statistical description of learning. The maximum entropy principle constrained by the requirement for…

Populations and Evolution · Quantitative Biology 2022-10-12 Vitaly Vanchurin , Yuri I. Wolf , Eugene V. Koonin , Mikhail I. Katsnelson

We study the transition probabilities of a two-point measurement on a quantum system, initially prepared in a thermal state. We find two independent constraints on the difference between transition probabilities when the system is prepared…

Mesoscale and Nanoscale Physics · Physics 2025-05-20 Ludovico Tesser , Matteo Acciai , Christian Spånslätt , Inès Safi , Janine Splettstoesser

The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…

Statistical Mechanics · Physics 2020-07-01 S. N. Saadatmand , Tim Gould , E. G. Cavalcanti , J. A. Vaccaro

For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that…

Statistical Mechanics · Physics 2007-05-23 R. P. Venkataraman

Nonstationary thermodynamic quantities depend on the full details of nonstationary probability distributions, making them difficult to measure directly in experiments and numerics. We propose a method to infer thermodynamic quantities in…

Statistical Mechanics · Physics 2024-04-04 Naruo Ohga , Sosuke Ito

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Inferring the value of a property of a large stochastic system is a difficult task when the number of samples is insufficient to reliably estimate the probability distribution. The Bayesian estimator of the property of interest requires the…

Data Analysis, Statistics and Probability · Physics 2022-01-26 Damián G. Hernández , Inés Samengo

Precise temperature measurements on systems of few ultracold atoms is of paramount importance in quantum technologies, but can be very resource-intensive. Here, we put forward an adaptive Bayesian framework that substantially boosts the…

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

Computation · Statistics 2025-04-14 Subhayan De , Reza Farzad , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…

Methodology · Statistics 2009-06-23 Alessandra R. Brazzale , Anthony C. Davison

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

We consider the problem of defining free energy and other thermodynamic functions when the entropy is given as a general function of the probablity distribution, including that for non extensive forms. We find that the free energy, which is…

Statistical Mechanics · Physics 2007-11-07 Fariel Shafee

We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…

Methodology · Statistics 2019-08-29 Suman Majumder , Adhidev Biswas , Tania Roy , Subir Kumar Bhandari , Ayanendranath Basu

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

The application of principles of thermodynamics and statistical mechanics to economic systems is considered in a broad historical perspective, extending from prehistoric times to the present day. The hypothesis of maximum entropy production…

Statistical Mechanics · Physics 2007-05-23 Alastair D. Jenkins

One of the key objectives in investigating small stochastic systems is the development of micrometer-sized engines and the understanding of their thermodynamics. However, the primary mathematical tool used for this purpose, the overdamped…

Statistical Mechanics · Physics 2025-03-31 Shakul Awasthi , Hyunggyu Park , Jae Sung Lee