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I formulate an entropy-rate maximization problem at the observable level for stochastic processes observed through an information-reducing observation map. For a visible stationary law, the map determines an observational fiber of hidden…

Information Theory · Computer Science 2026-04-14 Oleg Kiriukhin

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

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

In its continuous version, the entropy functional measuring the information content of a given probability density may be plagued by a "measure" problem that results from improper weighting of phase space. This issue is addressed…

Statistical Mechanics · Physics 2011-06-08 P. Maynar , E. Trizac

In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…

Computation · Statistics 2019-06-18 Antonio Calcagnì , Livio Finos , Gianmarco Altoè , Massimiliano Pastore

Statistical mechanics relies on the complete though probabilistic description of a system in terms of all the microscopic variables. Its object is to derive therefrom static and dynamic properties involving some reduced set of variables.…

Statistical Mechanics · Physics 2009-10-31 R. Balian

This paper is concerned with the analysis of polyatomic gases within the framework of kinetic theory. Internal degrees of freedom are modeled using a single continuous variable corresponding to the molecular internal energy. Non-equilibrium…

Mathematical Physics · Physics 2016-11-15 Milana Pavić-Čolić , Damir Madjarević , Srboljub Simić

Polydisperse systems are commonly encountered when dealing with soft matter in general or any non simple fluid. Yet their treatment within the framework of statistical thermodynamics is a delicate task as the latter has been essentially…

Statistical Mechanics · Physics 2015-06-22 Fabien Paillusson , Ignacio Pagonabarraga

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

We develop a general framework for estimating function-valued parameters under equality or inequality constraints in infinite-dimensional statistical models. Such constrained learning problems are common across many areas of statistics and…

Machine Learning · Statistics 2025-07-22 Razieh Nabi , Nima S. Hejazi , Mark J. van der Laan , David Benkeser

Statistical thermodynamics is valuable as a conceptual structure that shapes our thinking about equilibrium thermodynamic states. A cloud of unresolved questions surrounding the foundations of the theory could lead an impartial observer to…

Statistical Mechanics · Physics 2025-10-31 O. B. Ericok , J. K. Mason

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Artificial Intelligence · Computer Science 2013-03-26 Arthur Ramer

We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…

Mathematical Physics · Physics 2016-08-31 Yacin Ameur , Seong-Mi Seo

The classical Maximum-Entropy Principle (MEP) based on Shannon entropy is widely used to construct least-biased probability distributions from partial information. However, the Shore-Johnson axioms that single out the Shannon functional…

Methodology · Statistics 2025-11-03 Giuseppe M. Ferro , Edwin T. Pos , Andrea Somazzi

In this work we develop on the recently suggested concept of superstatistics [C. Beck and E.G.D. Cohen, Physica A {\bf 322}, 267 (2003)], face the problem of devising a viable way for estimating the correct statistics for a system in…

Statistical Mechanics · Physics 2007-05-23 F. Sattin

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a generalized notion of prior does such an equivalence carry over…

Statistics Theory · Mathematics 2022-12-27 Haosui Duanmu , Daniel M. Roy , David Schrittesser

We investigate the concept of molecular-sized outward-swinging gate, which allows for entropy decrease in an isolated system. The theoretical analysis, the Monte Carlo simulation, and the direct solution of governing equations all suggest…

Soft Condensed Matter · Physics 2021-12-24 Yu Qiao , Zhaoru Shang , Rui Kou

In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…

Statistics Theory · Mathematics 2011-04-12 Xinjia Chen