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The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in…

Data Analysis, Statistics and Probability · Physics 2012-02-16 Robert W. Johnson

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

The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production…

Information Theory · Computer Science 2014-01-14 Alexander L. Fradkov , Dmitry S. Shalymov

Uncertainty relations are among the unique fingerprints of quantum physics, being direct expression of non-commutativity and complementarity. Entropic uncertainty relations arise in quantum information theory as the most natural expression…

Quantum Physics · Physics 2014-01-30 Cosmo Lupo , Seth Lloyd

The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…

Data Analysis, Statistics and Probability · Physics 2013-11-07 A. N. Gorban

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

Multiple-channel detection is considered in the context of a sensor network where raw data are shared only by nodes that have a common edge in the network graph. Established multiple-channel detectors, such as those based on generalized…

Applications · Statistics 2016-11-15 Douglas Cochran , Stephen D. Howard , Bill Moran , Harry A. Schmitt

We study a curve of Gibbsian families of complex 3x3-matrices and point out new features, absent in commutative finite-dimensional algebras: a discontinuous maximum-entropy inference, a discontinuous entropy distance and non-exposed faces…

Mathematical Physics · Physics 2016-05-17 Andreas Knauf , Stephan Weis

Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…

Quantum Physics · Physics 2022-07-26 Shi-Yao Hou , Zipeng Wu , Jinfeng Zeng , Ningping Cao , Chenfeng Cao , Youning Li , Bei Zeng

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Mahendra Singh Tomar , Christoph Kawan , Pushpak Jagtap , Majid Zamani

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

It is well known that open dynamical systems can admit an uncountable number of (absolutely continuous) conditionally invariant measures (ACCIMs) for each prescribed escape rate. We propose and illustrate a convex optimisation based…

Dynamical Systems · Mathematics 2013-02-22 Christopher Bose , Rua Murray

The main result of this paper is a proof using real analysis of the monotonicity of the topological entropy for the family of quadratic maps, sometimes called Milnor's Monotonicity Conjecture. In contrast, the existing proofs rely in one…

Dynamical Systems · Mathematics 2020-10-13 José M. Amigó , Angel Giménez

This is a preliminary article stating and proving a new maximum entropy theorem. The entropies that we consider can be used as measures of biodiversity. In that context, the question is: for a given collection of species, which frequency…

Information Theory · Computer Science 2011-01-14 Tom Leinster

The present work shows that the maximum-entropy method can be applied to a sample of neuronal recordings along two different routes: (1) apply to the sample; or (2) apply to a larger, unsampled neuronal population from which the sample is…

Neurons and Cognition · Quantitative Biology 2020-10-20 PierGianLuca Porta Mana , Vahid Rostami , Emiliano Torre , Yasser Roudi

We use the inverse pressure concept to estimate the stable dimension for hyperbolic non-invertible maps which are conformal in the stable fibers. The non-invertible case is different than the diffeomorphism case. In particular we show that…

Dynamical Systems · Mathematics 2008-11-21 Eugen Mihailescu , Mariusz Urbanski

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

Dynamical Systems · Mathematics 2013-09-25 Fryderyk Falniowski

This paper focuses on the extreme-value problem for Shannon entropy of the joint distribution with given marginals. It is proved that the minimum-entropy coupling must be of order-preserving, while the maximum-entropy coupling coincides…

Information Theory · Computer Science 2022-06-09 Ya-Jing Ma , Feng Wang , Xian-Yuan Wu , Kai-Yuan Cai

We develop a max-plus spectral theory for infinite matrices. We introduce recurrence and tightness conditions, under which many results of the finite dimensional theory, concerning the representation of eigenvectors and the asymptotic…

Spectral Theory · Mathematics 2007-05-23 Marianne Akian , Stephane Gaubert , Cormac Walsh