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The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

We consider a latent space model for dynamic networks, where our objective is to estimate the pairwise inner products plus the intercept of the latent positions. To balance posterior inference and computational scalability, we consider a…

Machine Learning · Statistics 2024-10-16 Peng Zhao , Anirban Bhattacharya , Debdeep Pati , Bani K. Mallick

Shannon and Khinchin showed that assuming four information theoretic axioms the entropy must be of Boltzmann-Gibbs type, $S=-\sum_i p_i \log p_i$. Here we note that in physical systems one of these axioms may be violated. For non-ergodic…

Statistical Mechanics · Physics 2015-03-19 Stefan Thurner , Rudolf Hanel

We discuss averaged turbulence modeling of multi-scales of length for an incompressible Newtonian fluid, with the help of the maximum information principle. We suppose that there exists a function basis to decompose the turbulent…

Fluid Dynamics · Physics 2010-09-10 L. Tao , M. Ramakrishna

With the help of a general expression of the entropies in extensive and nonextensive systems, some important relations between thermodynamics and statistical mechanics are revealed through the views of thermodynamics and statistic physics.…

Statistical Mechanics · Physics 2009-11-13 Zhifu Huang , Congjie Ou , A. Le Mehaute , Qiuping A. Wang , Jincan Chen

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Ariel Caticha

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

Urban street networks of unplanned or self-organized cities typically exhibit astonishing scale-free patterns. This scale-freeness can be shown, within the maximum entropy formalism (MaxEnt), as the manifestation of a fluctuating system…

Physics and Society · Physics 2021-05-04 Jerome Benoit , Saif Eddin Jabari

In ordinary statistical mechanics the Boltzmann-Shannon entropy is related to the Maxwell-Bolzmann distribution $p_i$ by means of a twofold link. The first link is differential and is offered by the Jaynes Maximum Entropy Principle. The…

Statistical Mechanics · Physics 2009-10-02 G. Kaniadakis

The paper deals with the variational principles for evaluation of the spectral radii of transfer and weighted shift operators associated with a dynamical system. These variational principles have been the matter of numerous investigations…

Dynamical Systems · Mathematics 2011-10-04 A. B. Antonevich , V. I. Bakhtin , A. V. Lebedev

The classical Maximum-Entropy Principle (MEP) based on Shannon entropy is widely used to construct least-biased probability distributions from partial information. However, the Shore-Johnson axioms that single out the Shannon functional…

Methodology · Statistics 2025-11-03 Giuseppe M. Ferro , Edwin T. Pos , Andrea Somazzi

There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical…

Statistical Mechanics · Physics 2015-09-02 Michael J. Hazoglou , Valentin Walther , Purushottam D. Dixit , Ken A. Dill

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…

Statistical Mechanics · Physics 2018-01-03 Anirban Chakraborti , Marco Patriarca

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

A variational principle is further developed for out of equilibrium dynamical systems by using the concept of maximum entropy. With this new formulation it is obtained a set of two first-order differential equations, revealing the same…

Data Analysis, Statistics and Probability · Physics 2019-03-22 Mario J. Pinheiro

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

Methodology · Statistics 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli
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