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Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…
Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…
We study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data from imaginary times to real frequencies. The total error is divided in a statistical error, due to the noise in the input data, and a systematic…
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…
In the works on Statistical Mechanics and Statistical Physics, when deriving the distribution of particles of ideal gases, one uses the method of Lagrange multipliers in a formal way. In this paper we treat rigorously this problem for…
The canonical ensemble describes an open system in equilibrium with a heat bath of fixed temperature. The probability distribution of such a system, the Boltzmann distribution, is derived from the uniform probability distribution of the…
Statistical mechanics is widely applied to solve hard optimization problem, the optimal strategy related to ground state energy that depends on low temperature. Common thermodynamic process is expected to approach the ground state energy if…
In this article, the solution of a statistical inverse problem $M = AU+\mathcal{E}$ by the Bayesian approach is studied where $U$ is a function on the unit circle $\mathbb{T}$, i.e., a periodic signal. The mapping $A$ is a smoothing linear…
Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…
A multicanonical formalism is applied to the problem of statistical equilibrium in a complex system with a hierarchy of dynamical structures. At the small scales the system is in quasi-equilibrium and follows a Maxwell-Boltzmann…
This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…
We address the problem of minimizing a quadratic function subject to linear constraints over binary variables. We introduce the exact solution method called EXPEDIS where the constrained problem is transformed into a max-cut instance, and…
Bayesian methods suffer from the problem of how to specify prior beliefs. One interesting idea is to consider worst-case priors. This requires solving a stochastic zero-sum game. In this paper, we extend well-known results from bandit…
The problem of efficiently computing the betweenness centrality of nodes has been researched extensively. To date, the best known exact and centralized algorithm for this task is an algorithm proposed in 2001 by Brandes. The contribution of…
In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…
In Clearing Up Mysteries -- The Original Goal (Maximum Entropy and Bayesian Methods: Cambridge, England, 1988 Springer, pp. 1-27) Jaynes derived Fick's Law for a dilute binary solution from Bayes' Theorem by considering, probabilistically,…
The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…
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…
The universal validity of the second law of thermodynamics is widely attributed to a finely tuned initial condition of the universe. This creates a problem: why is the universe atypical? We suggest that the problem is an artefact created by…
The maximum entropy principle from statistical mechanics states that a closed system attains an equilibrium distribution that maximizes its entropy. We first show that for graphs with fixed number of edges one can define a stochastic edge…