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Convex operational models (COMs) are considered as great extrapolations to larger settings of any statistical theory. In this article we generalize the maximum entropy principle (MaxEnt) of Jaynes' to any COM. After expressing Max-Ent in a…

Quantum Physics · Physics 2016-11-25 Federico Holik , Angel Plastino

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha

In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…

Data Structures and Algorithms · Computer Science 2013-05-02 Mohit Singh , Nisheeth K. Vishnoi

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

We study the continuity of the maximum-entropy inference map for two observables in finite dimensions. We prove that the continuity is equivalent to the strong continuity of the set-valued inverse numerical range map. This gives a…

Mathematical Physics · Physics 2016-05-17 Stephan Weis

The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…

Data Analysis, Statistics and Probability · Physics 2013-11-07 A. N. Gorban

For a wide range of entropy measures, easy calculation of equilibria is possible using a principle of Game Theoretical Equilibrium related to Jaynes Maximum Entropy Principle. This follows previous work of the author and relates to works of…

Statistical Mechanics · Physics 2009-11-13 Flemming Topsøe

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

Mixture models are an expressive hypothesis class that can approximate a rich set of policies. However, using mixture policies in the Maximum Entropy (MaxEnt) framework is not straightforward. The entropy of a mixture model is not equal to…

Machine Learning · Computer Science 2021-03-19 Nir Baram , Guy Tennenholtz , Shie Mannor

The Principle of Insufficient Reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The Maximum Entropy Principle (MaxEnt) generalizes PIR to the case…

Machine Learning · Statistics 2021-11-25 Dominik Janzing

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…

Statistical Mechanics · Physics 2015-03-18 Sumiyoshi Abe

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…

Information Theory · Computer Science 2019-06-26 Hector Zenil , Narsis A. Kiani , Jesper Tegnér

The Maximum Entropy (MaxEnt) technique is applied to the derivation of the Gaussian Dispersion Plume Model as well as to more complex transport phenomena such as the one-dimensional advection equation, the one-dimensional diffusion…

Statistical Mechanics · Physics 2020-10-23 J. A. Secrest , J. M. Conroy , H. G. Miller

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

Given entropy's central role in multiple areas of physics and science, one important task is to develop a systematic and unifying approach to defining entropy. Games of chance become a natural candidate for characterising the uncertainty of…

Quantum Physics · Physics 2022-02-23 Sarah Brandsen , Isabelle Jianing Geng , Gilad Gour

The concept of Shannon Entropy for probability distributions and associated Maximum Entropy Principle are extended here to the concepts of Relative Divergence of one Grading Function from another and Maximum Relative Divergence Principle…

Optimization and Control · Mathematics 2023-03-28 Alexander Dukhovny

Maximum Entropy (MaxEnt) reinforcement learning is a powerful learning paradigm which seeks to maximize return under entropy regularization. However, action entropy does not necessarily coincide with state entropy, e.g., when multiple…

Machine Learning · Computer Science 2021-07-27 Nir Baram , Guy Tennenholtz , Shie Mannor

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

Jaynes' maximum entropy (MaxEnt) principle was recently used to give a conditional, local derivation of the ``maximum entropy production'' (MEP) principle, which states that a flow system with fixed flow(s) or gradient(s) will converge to a…

Fluid Dynamics · Physics 2015-05-13 Robert K. Niven