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The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

Recently there has been growing interest in the use of Maximum Relative Entropy (MaxREnt) as a tool for statistical inference in ecology. In contrast, here we propose MaxREnt as a tool for applying statistical mechanics to ecology. We use…

Populations and Evolution · Quantitative Biology 2007-12-13 Roderick C. Dewar , Annabel Porte

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

Methodology · Statistics 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured,…

Data Analysis, Statistics and Probability · Physics 2009-12-07 Brendon J. Brewer , Matthew J. Francis

A maximum entropy-based framework is presented for the synthesis of projections from multiple Earth climate models. This identifies the most representative (most probable) model from a set of climate models -- as defined by specified…

Geophysics · Physics 2017-08-23 Robert K. Niven

Data-driven modelling and computational predictions based on maximum entropy principle (MaxEnt-principle) aim at finding as-simple-as-possible - but not simpler then necessary - models that allow to avoid the data overfitting problem. We…

Computation · Statistics 2020-11-25 Horenko Illia , Marchenko Ganna , Gagliardini Patrick

The number of probability distributions required to populate a conditional probability table (CPT) in a Bayesian network, grows exponentially with the number of parent-nodes associated with that table. If the table is to be populated…

Artificial Intelligence · Computer Science 2008-08-04 Balaram Das

The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…

Information Theory · Computer Science 2023-09-06 Ioannis Kontoyiannis

Food webs are complex ecological networks whose structure is both ecologically and statistically constrained, with many network properties being correlated with each other. Despite the recognition of these invariable relationships in food…

Quantitative Methods · Quantitative Biology 2023-01-18 Francis Banville , Dominique Gravel , Timothée Poisot

Jaynes' maximum entropy (MaxEnt) principle was recently used to give a conditional, local derivation of the ``maximum entropy production'' (MEP) principle, which states that a flow system with fixed flow(s) or gradient(s) will converge to a…

Fluid Dynamics · Physics 2015-05-13 Robert K. Niven

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

The issue of discrete probability estimation for samples of small size is addressed in this study. The maximum likelihood method often suffers over-fitting when insufficient data is available. Although the Bayesian approach can avoid…

Machine Learning · Computer Science 2012-12-13 Takashi Isozaki

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although the maximum composite likelihood estimator has frequentist properties akin to those of…

Methodology · Statistics 2011-07-08 Mathieu Ribatet , Daniel Cooley , Anthony C. Davison

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.…

Machine Learning · Statistics 2017-09-11 Diego Granziol , Stephen Roberts

The paper addresses the problem of estimation of the model parameters of the logistic exponential distribution based on progressive type-I hybrid censored sample. The maximum likelihood estimates are obtained and computed numerically using…

Applications · Statistics 2023-02-13 Subhankar Dutta , Suchandan Kayal

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

A method is described, which computes from an observed sample of events upper limits for production rates of particles, or, in case of appearance of a signal, the probability for an upwards fluctuation of the background. For any candidate,…

High Energy Physics - Experiment · Physics 2010-10-27 P. Bock

Conditional Equi-concentration of Types on I-projections (ICET) and Extended Gibbs Conditioning Principle (EGCP) provide an extension of Conditioned Weak Law of Large Numbers and of Gibbs Conditioning Principle to the case of non-unique…

Mathematical Physics · Physics 2009-11-10 Marian Grendar
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