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Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

Machine Learning · Computer Science 2020-09-04 Aurélien Serre , Didier Chételat , Andrea Lodi

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Optimal quantization for mixed distributions has emerged as a compelling area of study. In this work, we have focused on a mixed distribution formed from two uniform distributions with partially overlapping supports. For this class of…

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…

Probability · Mathematics 2021-01-27 Mrinal Kanti Roychowdhury

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

Distributed maximization of a submodular function in the MapReduce (MR) model has received much attention, culminating in two frameworks that allow a centralized algorithm to be run in the MR setting without loss of approximation, as long…

Data Structures and Algorithms · Computer Science 2024-09-17 Yixin Chen , Tonmoy Dey , Alan Kuhnle

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

Given a collection of probability distributions $p_{1},\ldots,p_{m}$, the minimum entropy coupling is the coupling $X_{1},\ldots,X_{m}$ ($X_{i}\sim p_{i}$) with the smallest entropy $H(X_{1},\ldots,X_{m})$. While this problem is known to be…

Information Theory · Computer Science 2021-09-21 Cheuk Ting Li

We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jaynes' `concentration phenomenon' and Van Campenhout and Cover's…

Information Theory · Computer Science 2008-09-17 Peter Grunwald

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

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

This paper investigates two fundamental descriptors of data, i.e., density distribution versus mass distribution, in the context of clustering. Density distribution has been the de facto descriptor of data distribution since the…

Machine Learning · Statistics 2026-01-26 Kai Ming Ting , Ye Zhu , Hang Zhang , Tianrun Liang

We develop the method of Maximum Entropy (ME) as a technique to generate 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 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

We investigate certain optimization problems for Shannon information measures, namely, minimization of joint and conditional entropies $H(X,Y)$, $H(X|Y)$, $H(Y|X)$, and maximization of mutual information $I(X;Y)$, over convex regions. When…

Information Theory · Computer Science 2013-12-31 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

In classical and quantum information theory, operational quantities such as the amount of randomness that can be extracted from a given source or the amount of space needed to store given data are normally characterized by one of two…

Quantum Physics · Physics 2011-03-18 Marco Tomamichel , Roger Colbeck , Renato Renner
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