Related papers: Steepest entropy ascent paths towards the Max-Ent …
The multitude of recent multi-point spacecraft observations of solar energetic particle (SEP) events have made it possible to study the longitudinal distribution of SEPs in great detail. SEPs, even those accelerated during impulsive events,…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
Satellite-based remote sensing missions have revolutionized our understanding of the Ocean state and dynamics. Among them, space-borne altimetry provides valuable Sea Surface Height (SSH) measurements, used to estimate surface geostrophic…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example.…
The main challenges of measuring precipitation are related to the spatio-temporal variability of the drop-size distribution, to the uncertainties that condition the modeling of that distribution, and to the instrumental errors present in…
We consider the partially asymmetric simple exclusion process (PASEP) when its steady-state probability distribution function can be written in terms of a linear superposition of product measures with a finite number of shocks. In this case…
In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a…
A long series of recent results and breakthroughs have led to faster and better distributed approximation algorithms for single source shortest paths (SSSP) and related problems in the CONGEST model. The runtime of all these algorithms,…
The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…
This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…
We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…
Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…
This paper introduces Bayesian supervised and unsupervised segmentation algorithms aimed at oceanic segmentation of SAR images. The data term, \emph{i.e}., the density of the observed backscattered signal given the region, is modeled by a…
Sample-based trajectory optimisers are a promising tool for the control of robotics with non-differentiable dynamics and cost functions. Contemporary approaches derive from a restricted subclass of stochastic optimal control where the…
Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle…