Related papers: Maximum Entropy for Collaborative Filtering
Tactical selection of experiments to estimate an underlying model is an innate task across various fields. Since each experiment has costs associated with it, selecting statistically significant experiments becomes necessary. Classic linear…
Uncertainty quantification is a key aspect in many tasks such as model selection/regularization, or quantifying prediction uncertainties to perform active learning or OOD detection. Within credal approaches that consider modeling…
Collaborative recommendation is an information-filtering technique that attempts to present information items (movies, music, books, news, images, Web pages, etc.) that are likely of interest to the Internet user. Traditionally,…
This paper discusses the application of L1-regularized maximum entropy modeling or SL1-Max [9] to multiclass categorization problems. A new modification to the SL1-Max fast sequential learning algorithm is proposed to handle conditional…
Collaborative recommendation is an information-filtering technique that attempts to present information items that are likely of interest to an Internet user. Traditionally, collaborative systems deal with situations with two types of…
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
Information theoretic quantities are extremely useful in discovering relationships between two or more data sets. One popular method---particularly for continuous systems---for estimating these quantities is the nearest neighbour…
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…
One of the most used approaches for providing recommendations in various online environments such as e-commerce is collaborative filtering. Although, this is a simple method for recommending items or services, accuracy and quality problems…
An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…
Language prediction is constrained by informational entropy intrinsic to language, such that there exists a limit to how accurate any language model can become and equivalently a lower bound to language compression. The most efficient…
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…
The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach…
We show how to determine the maximum and minimum possible values of one measure of entropy for a given value of another measure of entropy. These maximum and minimum values are obtained for two standard forms of probability distribution (or…
Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…
Often times, individuals working together as a team can solve hard problems beyond the capability of any individual in the team. Cooperative optimization is a newly proposed general method for attacking hard optimization problems inspired…
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.…
We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least informative among the copulas with a given diagonal…
Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…