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Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

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

In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…

Probability · Mathematics 2018-03-30 C. Soizea , R. Ghanem , C. Safta , X. Huan , Z. P. Vane , J. Oefelein , G. Lacaz , H. N. Najm , Q. Tang , X. Chen

This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…

Statistics Theory · Mathematics 2022-05-31 Victor Chernozhukov , Denis Chetverikov , Kengo Kato , Yuta Koike

Given a probability distribution ${\bf p} = (p_1, \dots, p_n)$ and an integer $1\leq m < n$, we say that ${\bf q} = (q_1, \dots, q_m)$ is a contiguous $m$-aggregation of ${\bf p}$ if there exist indices $0=i_0 < i_1 < \cdots < i_{m-1} < i_m…

Information Theory · Computer Science 2018-05-16 Ferdinando Cicalese , Ugo Vaccaro

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…

Statistics Theory · Mathematics 2021-09-21 Alankrita Bhatt , Ankit Pensia

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

The Maximum Entropy Modeling Toolkit supports parameter estimation and prediction for statistical language models in the maximum entropy framework. The maximum entropy framework provides a constructive method for obtaining the unique…

cmp-lg · Computer Science 2008-02-03 Eric Sven Ristad

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…

Computation · Statistics 2016-02-16 Hien D Nguyen , Geoffrey J McLachlan

As the development of distributed systems progresses, more and more challenges arise and the need for developing optimized systems and for optimizing existing systems from multiple perspectives becomes more stringent. In this paper I…

Data Structures and Algorithms · Computer Science 2009-03-21 Mugurel Ionut Andreica

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but…

Information Theory · Computer Science 2017-01-31 Murat Kocaoglu , Alexandros G. Dimakis , Sriram Vishwanath , Babak Hassibi

Graph spectra have been successfully used to classify network types, compute the similarity between graphs, and determine the number of communities in a network. For large graphs, where an eigen-decomposition is infeasible, iterative moment…

Machine Learning · Statistics 2019-03-27 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Dong , Michael Osborne , Stephen Roberts

We study a novel problem of fairness in ranking aimed at minimizing the amount of individual unfairness introduced when enforcing group-fairness constraints. Our proposal is rooted in the distributional maxmin fairness theory, which uses…

Machine Learning · Computer Science 2021-06-18 David Garcia-Soriano , Francesco Bonchi

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

We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…

Statistical Mechanics · Physics 2009-11-11 Israel Klich , Gil Refael , Alessandro Silva

This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

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