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To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

We demonstrate and explicate Bayesian methods for fitting the parameters that encode the impact of short-distance physics on observables in effective field theories (EFTs). We use Bayes' theorem together with the principle of maximum…

High Energy Physics - Phenomenology · Physics 2009-08-14 Matthias R. Schindler , Daniel R. Phillips

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…

Methodology · Statistics 2020-02-18 Ya Su

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…

Quantum Physics · Physics 2009-01-12 Manfred K Warmuth , Dima Kuzmin

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

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Statistics Theory · Mathematics 2007-06-13 Man-Wai Ho

We present a new Bayesian methodology to learn the unknown material density of a given sample by inverting its two-dimensional images that are taken with a Scanning Electron Microscope. An image results from a sequence of projections of the…

Applications · Statistics 2014-03-06 Dalia Chakrabarty , Fabio Rigat , Nare Gabrielyan , Richard Beanland , Shashi Paul

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia