English
Related papers

Related papers: Maximum Entropy estimation of probability distribu…

200 papers

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

Simplified mechanistic models in ecology have been criticized for the fact that a good fit to data does not imply the mechanism is true: pattern does not equal process. In parallel, the maximum entropy principle (MaxEnt) has been applied in…

Populations and Evolution · Quantitative Biology 2017-05-02 James P. O'Dwyer , Andrew Rominger , Xiao Xiao

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

With reference to two general probabilistic description frameworks, Information Theory and Classical Statistical Mechanics, we discuss the geometrical reasoning and mathematical formalism leading to the differential equation that defines in…

Mathematical Physics · Physics 2013-12-19 Gian Paolo Beretta

In this work, we consider a recently proposed entropy S (called varentropy) defined by a variational relationship dI=beta*(d<x>-<dx>) as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized…

Statistical Mechanics · Physics 2020-10-28 C. J. Ou , A. El Kaabouchi , L. Nivanen , F. Tsobnang , A. Le Méhauté , Qiuping A. Wang

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

Physics and Society · Physics 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

Entropy, under a variety of names, has long been used as a measure of diversity in ecology, as well as in genetics, economics and other fields. There is a spectrum of viewpoints on diversity, indexed by a real parameter q giving greater or…

Information Theory · Computer Science 2017-09-05 Tom Leinster , Mark W. Meckes

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

The maximum entropy technique (MENT) is used to determine the distribution functions of physical values. MENT naturally combines required maximum entropy, the properties of a system and connection conditions in the form of restrictions…

High Energy Physics - Experiment · Physics 2007-05-23 B. Z. Belashev , M. K. Suleymanov

Superstatistics describes nonequilibrium steady states as superpositions of canonical ensembles with a probability distribution of temperatures. Rather than assume a certain distribution of temperature, recently [J. Phys. A: Math. Theor.…

Statistical Mechanics · Physics 2020-10-28 Sergio Davis

The macro-to-micro transition in a heterogeneous material is envisaged as the selection of a probability distribution by the Principle of Maximum Entropy (MAXENT). The material is made of constituents, e.g. given crystal orientations. Each…

Classical Physics · Physics 2007-05-23 Mayeul Arminjon , Didier Imbault

We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…

Adaptation and Self-Organizing Systems · Physics 2007-10-11 Fariel Shafee

The kinematics and dynamics of deterministic physical systems have been a foundation of our understanding of the world since Galileo and Newton. For real systems, however, uncertainty is largely present via external forces such as friction…

Statistical Mechanics · Physics 2018-06-13 Alejandra Montecinos , Sergio Davis , Joaquín Peralta

Traditionally, the Method of (Shannon-Kullback's) Relative Entropy Maximization (REM) is considered with linear moment constraints. In this work, the method is studied under frequency moment constraints which are non-linear in…

Data Analysis, Statistics and Probability · Physics 2012-08-27 M. Grendar, , M. Grendar

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

We combine an axiomatics of R\'{e}nyi with the $q$--deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the…

Mathematical Physics · Physics 2015-11-11 Petr Jizba , Jan Korbel

We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of {em applying/} Maximum Entropy distributions. MaxEnt has…

Artificial Intelligence · Computer Science 2013-01-18 Peter D. Grunwald

This thesis synthesizes probability and entropic inference with Quantum Mechanics (QM) and quantum measurement [1-6]. It is shown that the standard and quantum relative entropies are tools designed for the purpose of updating probability…

Quantum Physics · Physics 2018-04-25 Kevin Vanslette
‹ Prev 1 4 5 6 7 8 10 Next ›