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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

Although both systems analyzed are described through two theories apparently different (quantum mechanics and game theory) it is shown that both are analogous and thus exactly equivalents. The quantum analogue of the replicator dynamics is…

General Finance · Quantitative Finance 2016-12-12 Esteban Guevara Hidalgo

It has been shown that one can accommodate data (Bayes) and constraints (MaxEnt) in one method, the method of Maximum (relative) Entropy (ME) (Giffin 2007). In this paper we show a complex agent based example of inference with two different…

Methodology · Statistics 2016-09-08 Adom Giffin

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Christian Beck

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

MaxEnt's variational principle, in conjunction with Shannon's logarithmic information measure, yields only exponential functional forms in straightforward fashion. In this communication we show how to overcome this limitation via the…

Applications · Statistics 2015-06-04 A. Hernando , A. Plastino

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2013-08-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

We study the inverse problem of inferring the state of a finite-level quantum system from expected values of a fixed set of observables, by maximizing a continuous ranking function. We have proved earlier that the maximum-entropy inference…

Quantum Physics · Physics 2016-05-17 Stephan Weis

A maximum entropy-based framework is presented for the synthesis of projections from multiple Earth climate models. This identifies the most representative (most probable) model from a set of climate models -- as defined by specified…

Geophysics · Physics 2017-08-23 Robert K. Niven

Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…

Quantum Physics · Physics 2022-07-26 Shi-Yao Hou , Zipeng Wu , Jinfeng Zeng , Ningping Cao , Chenfeng Cao , Youning Li , Bei Zeng

The Boltzmann-Wallis-Jaynes' multiplicity argument is taken up and elaborated. MaxEnt is proved and demonstrated to be just an asymptotic case of looking for such a vector of absolute frequencies in a feasible set, which has maximal…

Mathematical Physics · Physics 2015-06-26 Marian Grendar , Marian Grendar

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…

Information Retrieval · Computer Science 2012-07-19 Lawrence Zitnick , Takeo Kanade

This paper develops an analytical and rigorous formulation of the maximum entropy generation principle. The result is suggested as the Fourth Law of Thermodynamics.

Data Analysis, Statistics and Probability · Physics 2010-11-18 Umberto Lucia

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

By using laboratory experimental data, we test the uncertainty of social strategy transitions in various competing environments of fixed paired two-person constant sum $2 \times 2$ games. It firstly shows that, the distributions of social…

Methodology · Statistics 2012-09-10 Bin Xu , Zhijian Wang

In this paper, a Neural network is derived from first principles, assuming only that each layer begins with a linear dimension-reducing transformation. The approach appeals to the principle of Maximum Entropy (MaxEnt) to find the posterior…

Machine Learning · Statistics 2020-02-19 Paul M Baggenstoss

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 present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar