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Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

Strongly Correlated Electrons · Physics 2018-11-05 Jae-Hoon Sim , Myung Joon Han

Entropy maximization procedure has been a general practice in many diverse fields of science to obtain the concomitant probability distributions. The consistent use of the maximization procedure on the other hand requires the probability…

Statistical Mechanics · Physics 2018-10-17 Thomas Oikonomou , G. Baris Bagci

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

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach…

Statistical Mechanics · Physics 2015-03-18 Sumiyoshi Abe

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

The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…

Statistical Mechanics · Physics 2015-05-19 E. V. Vakarin , J. P. Badiali

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…

Probability · Mathematics 2018-03-30 C. Soizea , R. Ghanem , C. Safta , X. Huan , Z. P. Vane , J. Oefelein , G. Lacaz , H. N. Najm , Q. Tang , X. Chen

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…

Mathematical Physics · Physics 2009-10-31 Ariel Caticha

How to find unknown distributions is questioned in many pieces of research. There are several ways to figure them out, but the main question is which acts more reasonably than others. In this paper, we focus on the maximum entropy principle…

Other Statistics · Statistics 2023-07-26 Seyedeh Azadeh Fallah Mortezanejad

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…

Information Retrieval · Computer Science 2012-07-19 Lawrence Zitnick , Takeo Kanade

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

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Statistics Theory · Mathematics 2025-07-08 Dalton A R Sakthivadivel

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha