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Entropy metrics are nonlinear measures to quantify the complexity of time series. Among them, permutation entropy is a common metric due to its robustness and fast computation. Multivariate entropy metrics techniques are needed to analyse…

Combinatorics · Mathematics 2022-03-02 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…

Neural and Evolutionary Computing · Computer Science 2020-03-10 Quan Quan , Kai-Yuan Cai

Transformers have achieved remarkable success in sequence modeling and beyond but suffer from quadratic computational and memory complexities with respect to the length of the input sequence. Leveraging techniques include sparse and linear…

Machine Learning · Computer Science 2022-08-02 Tan Nguyen , Richard G. Baraniuk , Robert M. Kirby , Stanley J. Osher , Bao Wang

We introduce and illustrate a number of performance measures for rare-event sampling methods. These measures are designed to be of use in a variety of expanded ensemble techniques including parallel tempering as well as infinite and partial…

Statistical Mechanics · Physics 2015-06-23 J. D. Doll , Paul Dupuis

Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…

Statistical Mechanics · Physics 2024-07-16 Prashant Singh , Karel Proesmans

Although adaptive optimization algorithms have been successful in many applications, there are still some mysteries in terms of convergence analysis that have not been unraveled. This paper provides a novel non-convex analysis of adaptive…

Optimization and Control · Mathematics 2025-04-08 Zhishuai Guo , Yi Xu , Wotao Yin , Rong Jin , Tianbao Yang

Machine learning models must continuously self-adjust themselves for novel data distribution in the open world. As the predominant principle, entropy minimization (EM) has been proven to be a simple yet effective cornerstone in existing…

Machine Learning · Statistics 2024-10-16 Qingyang Zhang , Yatao Bian , Xinke Kong , Peilin Zhao , Changqing Zhang

We demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric…

Methodology · Statistics 2007-10-17 Adom Giffin

An important step in shape optimization with partial differential equation constraints is to adapt the geometry during each optimization iteration. Common strategies are to employ mesh-deformation or re-meshing, where one or the other…

Numerical Analysis · Mathematics 2018-06-27 Jorgen S. Dokken , Simon W. Funke , August Johansson , Stephan Schmidt

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…

Dynamical Systems · Mathematics 2018-07-03 Victor Magron , Marcelo Forets , Didier Henrion

Ensemble systems, pervasive in diverse scientific and engineering domains, pose challenges to existing control methods due to their massive scale and underactuated nature. This paper presents a dynamic moment approach to addressing…

Optimization and Control · Mathematics 2024-01-04 Xin Ning , Gong Cheng , Wei Zhang , Jr-Shin Li

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

In this paper we approximate the radiative transfer equations by the method of moments, constructing mesoscopic approximations of arbitrary order of the otherwise microscopic system. To define the necessary closure a minimum entropy…

Computational Physics · Physics 2008-12-17 Philipp Monreal , Martin Frank

Motivated by a recent paper of Pennisi (2021) in the relativistic framework, we revisit the previous approach of two hierarchies of moments critically and propose a new natural physical hierarchy of moments to describe classical rarefied…

Statistical Mechanics · Physics 2021-08-24 Takashi Arima , Maria Cristina Carrisi , Sebastiano Pennisi , Tommaso Ruggeri

Entanglement measures find frequent application in the study of topologically ordered systems, where the presence of topological order is reflected in an additional contribution to the entanglement of the system. Obtaining this topological…

Strongly Correlated Electrons · Physics 2014-05-07 Claudio Castelnovo

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 tackle the inverse problem of reconstructing an unknown finite measure $\mu$ from a noisy observation of a generalized moment of $\mu$ defined as the integral of a continuous and bounded operator $\Phi$ with respect to $\mu$. When only a…

Statistics Theory · Mathematics 2009-06-03 Jean-Michel Loubes , Paul Rochet

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

Dynamical Systems · Mathematics 2009-09-29 Jerome Buzzi

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic
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