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We present a maximum entropy approach to analyze the internal dynamics of a small system in contact with a large bath e.g. a solute-solvent system. For the small solute, the fluctuations around the mean values of observables are not…

Statistical Mechanics · Physics 2015-06-11 Purushottam D. Dixit

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

The Random Permutation Set (RPS) is a new type of set proposed recently, which can be regarded as the generalization of evidence theory. To measure the uncertainty of RPS, the entropy of RPS and its corresponding maximum entropy have been…

Information Theory · Computer Science 2024-03-12 Jiefeng Zhou , Zhen Li , Kang Hao Cheong , Yong Deng

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expected values of a set of graph observables are equal to given…

Statistics Theory · Mathematics 2015-10-30 Konstantin Zuev , Or Eisenberg , Dmitri Krioukov

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…

Computation · Statistics 2013-10-15 Z. I. Botev , A. Ridder , L. Rojas-Nandayapa

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

Machine Learning · Computer Science 2021-08-23 Henryk Gzyl , Enrique ter Horst

Maximum likelihood estimation is effective for identifying dynamical systems, but applying it to large networks becomes computationally prohibitive. This paper introduces a maximum likelihood estimation method that enables identification of…

Systems and Control · Electrical Eng. & Systems 2025-11-06 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

We present EntropyDB, an interactive data exploration system that uses a probabilistic approach to generate a small, query-able summary of a dataset. Departing from traditional summarization techniques, we use the Principle of Maximum…

Databases · Computer Science 2019-11-13 Laurel Orr , Magdalena Balazinska , Dan Suciu

Maximum entropy methods provide a principled path connecting measurements of neural activity directly to statistical physics models, and this approach has been successful for populations of $N\sim 100$ neurons. As $N$ increases in new…

Biological Physics · Physics 2023-10-18 Christopher W. Lynn , Qiwei Yu , Rich Pang , William Bialek , Stephanie E. Palmer

Simulated annealing (SA) method has had significant recent success in designing distributed control algorithms for wireless networks. These SA based techniques formed the basis of new CSMA algorithms and gave rise to the development of…

Optimization and Control · Mathematics 2018-09-11 Jaewook Kwak , Ness B. Shroff

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Statistics Theory · Mathematics 2025-07-08 Dalton A R Sakthivadivel

The maximum entropy principle (MEP) is one of the most prominent methods to investigate and model complex systems. Despite its popularity, the standard form of the MEP can only generate Boltzmann-Gibbs distributions, which are ill-suited…

Statistical Mechanics · Physics 2022-03-30 Pablo A. Morales , Fernando E. Rosas

This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including…

Machine Learning · Statistics 2023-05-02 Yongchun Li , Weijun Xie

We examine a class of deep learning models with a tractable method to compute information-theoretic quantities. Our contributions are three-fold: (i) We show how entropies and mutual informations can be derived from heuristic statistical…

Machine Learning · Computer Science 2020-01-22 Marylou Gabrié , Andre Manoel , Clément Luneau , Jean Barbier , Nicolas Macris , Florent Krzakala , Lenka Zdeborová

The investigation of input-output systems often requires a sophisticated choice of test inputs to make best use of limited experimental time. Here we present an iterative algorithm that continuously adjusts an ensemble of test inputs…

Biological Physics · Physics 2009-11-07 Christian K. Machens