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We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

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

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

Mini-batch algorithms have become increasingly popular due to the requirement for solving optimization problems, based on large-scale data sets. Using an existing online expectation-{}-maximization (EM) algorithm framework, we demonstrate…

Computation · Statistics 2019-09-09 H D Nguyen , F Forbes , G J McLachlan

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

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…

Quantum Physics · Physics 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…

Probability · Mathematics 2024-06-06 Joe Jackson , Antonios Zitridis

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…

Statistical Mechanics · Physics 2024-12-10 William Bialek , Stephanie E. Palmer , David J. Schwab

Random walks are fundamental tools for analyzing complex networked systems, including social networks, biological systems, and communication infrastructures. While classical random walks focus on pairwise interactions, many real-world…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Anqi Dong , Anzhi Sheng , Xin Mao , Can Chen

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…

Data Analysis, Statistics and Probability · Physics 2011-05-25 Tim Rogers

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

We derive generalization and excess risk bounds for neural nets using a family of complexity measures based on a multilevel relative entropy. The bounds are obtained by introducing the notion of generated hierarchical coverings of neural…

Machine Learning · Computer Science 2019-06-27 Amir R. Asadi , Emmanuel Abbe

We study minimum entropy submodular optimization, a common generalization of the minimum entropy set cover problem, studied earlier by Cardinal et al., and the submodular set cover problem. We give a general bound of the approximation…

Data Structures and Algorithms · Computer Science 2014-02-19 Cosmin Bonchiş , Gabriel Istrate

The maximum entropy method has recently been successfully introduced to a variety of natural language applications. In each of these applications, however, the power of the maximum entropy method is achieved at the cost of a considerable…

cmp-lg · Computer Science 2008-02-03 John D. Lafferty , Bernhard Suhm

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

We propose a numerical method to learn Maximum Entropy (MaxEnt) distributions with spatio-temporal constraints from experimental spike trains. This is an extension of two papers [10] and [4] who proposed the estimation of parameters where…

Neurons and Cognition · Quantitative Biology 2015-06-19 Hassan Nasser , Bruno Cessac
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