Related papers: Steepest entropy ascent paths towards the Max-Ent …
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…
The power system, a fundamental public utility, is increasingly important due to growing global electricity demand. Recent large-scale blackouts (e.g., Iberian Peninsula, UK) have raised concerns about transient stability under impact…
In the multi-type totally asymmetric simple exclusion process (TASEP) on the line, each site of Z is occupied by a particle labeled with some number, and two neighboring particles are interchanged at rate one if their labels are in…
The Earth movers distance (EMD) is a measure of distance between probability distributions which is at the heart of mass transportation theory. Recent research has shown that the EMD plays a crucial role in studying the potential impact of…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
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…
Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…
Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…
Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…
The entropic uncertainty measures of the multidimensional hydrogenic states quantify the multiple facets of the spatial delocalization of the electronic probability density of the system. The Shannon entropy is the most adequate uncertainty…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
In dynamic and resource-constrained environments, such as multi-hop wireless mesh networks, traditional routing protocols often falter by relying on predetermined paths that prove ineffective in unpredictable link conditions. Shortest…
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…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…
We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…
We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…
We propose a method for inferring entropy production (EP) in high-dimensional stochastic systems, including many-body systems and non-Markovian systems with long memory. Standard techniques for estimating EP become intractable in such…
For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and 2.2), we derive the well-posedness and regularity estimates…
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…