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Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…

Machine Learning · Computer Science 2022-08-26 Ben Chugg , Peter Henderson , Jacob Goldin , Daniel E. Ho

Using a maximum entropy principle to assign a statistical weight to any graph, we introduce a model of random graphs with arbitrary degree distribution in the framework of standard statistical mechanics. We compute the free energy and the…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Bauer , D. Bernard

This letter highlights the entropy exchange phenomenon in a coupled binary inter-correlating system following Haldane's non-linear statistical correlation. A unique coupling between a classical and a quantum-like system at the marginal…

Statistical Mechanics · Physics 2025-05-22 Projesh Kumar Roy

We consider the task of estimating a conditional density using i.i.d. samples from a joint distribution, which is a fundamental problem with applications in both classification and uncertainty quantification for regression. For joint…

Statistics Theory · Mathematics 2023-06-16 Blair Bilodeau , Dylan J. Foster , Daniel M. Roy

The present work shows that the maximum-entropy method can be applied to a sample of neuronal recordings along two different routes: (1) apply to the sample; or (2) apply to a larger, unsampled neuronal population from which the sample is…

Neurons and Cognition · Quantitative Biology 2020-10-20 PierGianLuca Porta Mana , Vahid Rostami , Emiliano Torre , Yasser Roudi

As an application of generalised statistical mechanics, it is studied a possible route toward a consistent generalised information theory in terms of a family of non-extensive, non-parametric entropies $H^\pm_D(P)$. Unlike other proposals…

Information Theory · Computer Science 2021-03-23 Jesús Fuentes , Octavio Obregón

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

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

It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…

Information Theory · Computer Science 2017-12-22 Ferdinando Cicalese , Luisa Gargano , Ugo Vaccaro

We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2008-10-17 Chih-Yuan Tseng , Ariel Caticha

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties,…

Systems and Control · Computer Science 2019-08-07 Mahendra Singh Tomar , Matthias Rungger , Majid Zamani

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

A general upper bound for topological entropy of switched nonlinear systems is constructed, using an asymptotic average of upper limits of the matrix measures of Jacobian matrices of strongly persistent individual modes, weighted by their…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Guosong Yang , Daniel Liberzon , João P. Hespanha

Nature is full of random networks of complex topology describing such apparently disparate systems as biological, economical or informatical ones. Their most characteristic feature is the apparent scale-free character of interconnections…

Condensed Matter · Physics 2007-05-23 G. Wilk , Z. Wlodarczyk

Entropy regularization is used to get improved optimization performance in reinforcement learning tasks. A common form of regularization is to maximize policy entropy to avoid premature convergence and lead to more stochastic policies for…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Zafarali Ahmed , Doina Precup

The so-called {\em leakage-chain rule} is a very important tool used in many security proofs. It gives an upper bound on the entropy loss of a random variable $X$ in case the adversary who having already learned some random variables…

Information Theory · Computer Science 2013-11-26 Maciej Skorski

Systems driven away from thermal equilibrium constantly deliver entropy to their environment. Determining this entropy production requires detailed information about the system's internal states and dynamics. However, in most practical…

Statistical Mechanics · Physics 2017-10-03 Gili Bisker , Matteo Polettini , Todd R. Gingrich , Jordan M. Horowitz

The inverse problem of statistical mechanics involves finding the minimal Hamiltonian that is consistent with some observed set of correlation functions. This problem has received renewed interest in the analysis of biological networks; in…

Neurons and Cognition · Quantitative Biology 2010-12-30 Feraz Azhar , William Bialek

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin
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