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The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

We consider the problem of finding an informative path through a graph, given initial and terminal nodes and a given maximum path length. We assume that a linear noise corrupted measurement is taken at each node of an underlying unknown…

Robotics · Computer Science 2024-10-03 Joshua Ott , Mykel J. Kochenderfer , Stephen Boyd

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…

Data Analysis, Statistics and Probability · Physics 2011-05-25 Tim Rogers

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

We consider the densest $k$-subgraph problem, which seeks to identify the $k$-node subgraph of a given input graph with maximum number of edges. This problem is well-known to be NP-hard, by reduction to the maximum clique problem. We…

Optimization and Control · Mathematics 2019-04-09 Polina Bombina , Brendan Ames

We study graph orientations that minimize the entropy of the in-degree sequence. The problem of finding such an orientation is an interesting special case of the minimum entropy set cover problem previously studied by Halperin and Karp…

Data Structures and Algorithms · Computer Science 2008-10-28 Jean Cardinal , Samuel Fiorini , Gwenaël Joret

We prove a general result demonstrating the power of Lagrangian relaxation in solving constrained maximization problems with arbitrary objective functions. This yields a unified approach for solving a wide class of {\em subset selection}…

Data Structures and Algorithms · Computer Science 2015-12-22 Ariel Kulik , Hadas Shachnai , Gal Tamir

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

It is known that maximal entropy random walks and partition functions that count long paths on graphs tend to become localized near nodes with a high degree. Here, we revisit the simplest toy model of such a localization: a regular tree of…

Statistical Mechanics · Physics 2023-09-22 Alexey V. Gulyaev , Mikhail V. Tamm

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

We consider single-source shortest path algorithms that perform a sequence of relaxation steps whose ordering depends only on the input graph structure and not on its weights or the results of prior steps. Each step examines one edge of the…

Data Structures and Algorithms · Computer Science 2023-05-17 David Eppstein

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We propose a new integer programming formulation for the problem of finding a maximum stable set of a graph based on representatives of stable sets. In addition, we investigate exact solutions provided by a Lagrangian decomposition of this…

Discrete Mathematics · Computer Science 2009-03-10 Manoel Campelo , Ricardo C. Correa

Maximum-Entropy Distributions offer an attractive family of probability densities suitable for moment closure problems. Yet finding the Lagrange multipliers which parametrize these distributions, turns out to be a computational bottleneck…

Machine Learning · Statistics 2023-08-14 Mohsen Sadr , Manuel Torrilhon , M. Hossein Gorji

Max-product belief propagation is a local, iterative algorithm to find the mode/MAP estimate of a probability distribution. While it has been successfully employed in a wide variety of applications, there are relatively few theoretical…

Information Theory · Computer Science 2007-07-13 Sujay Sanghavi

Graph matching---aligning a pair of graphs to minimize their edge disagreements---has received wide-spread attention from both theoretical and applied communities over the past several decades, including combinatorics, computer vision, and…

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March