Related papers: Maximum entropy copula with given diagonal section
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…
In this note a new method for computing the entanglement entropy of a CFT holographically is explored. It consists of finding a bulk background with a boundary metric that has the conical singularities needed to compute the entanglement…
Co-compact entropy is introduced as an invariant of topological conjugation for perfect mappings defined on any Hausdorff space(compactness and metrizability not necessarily required). This is achieved through the consideration of…
We develop information-theoretic measures of spatial structure and pattern in more than one dimension. As is well known, the entropy density of a two-dimensional configuration can be efficiently and accurately estimated via a converging…
We formulate, under general conditions, the problem of maximisation of the total entropy of the system, assumed to be in a composable form, for fixed total value of the constrained quantity. We derive the general form of the composability…
We consider in this paper the problem of computing the entropy of a braid. We recall its definition and construct, for each braid, a sequence of real numbers, whose limit is its entropy. We state one conjecture about the convergence speed,…
This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i) intra-dependence of a multivariate time series, and (ii) inter-dependence…
Implicit copulas are the most common copula choice for modeling dependence in high dimensions. This broad class of copulas is introduced and surveyed, including elliptical copulas, skew $t$ copulas, factor copulas, time series copulas and…
We examine the dependence structure of finite block-maxima of multivariate distributions. We provide a closed form expression for the copula density of the vector of the block-maxima. Further, we show how partial derivatives of…
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…
In this note we study the extremes of the mass distribution associated with a tetravariate quasi-copula and compare our results with the bi- and trivariate cases, showing the important differences between them.
We study dense packings of a large number of congruent non-overlapping circles inside a square by looking for configurations which maximize the packing density, defined as the ratio between the area occupied by the disks and the area of the…
We study tagged particle diffusion at large packing fractions, for a model of particles interacting with a generalized Lennard-Jones 2n-n potential, with large n. The resulting short-range potential mimics interactions in colloidal systems.…
We formulate conjectures regarding the maximum value and maximizing matrices of the permanent and of diagonal products on the set of stochastic matrices with bounded rank. We formulate equivalent conjectures on upper bounds for these…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…
We give a method to bound the entropy of measures on $SL_{d}(\mathbb{R})/SL_{d}(\mathbb{Z})$ which are invariant under a one parameter diagonal subgroup, in terms of entropy contributions from the regions of the cusp corresponding to…
The channel output entropy of a transmitted word is the entropy of the possible channel outputs and similarly, the input entropy of a received word is the entropy of all possible transmitted words. The goal of this work is to study these…
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…
We derive asymptotic formulas for the number of integer partitions with given sums of $j$th powers of the parts for $j$ belonging to a finite, non-empty set $J \subset \mathbb N$. The method we use is based on the `principle of maximum…