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Recent research has considered the stochastic thermodynamics of multiple interacting systems, representing the overall system as a Bayes net. I derive fluctuation theorems governing the entropy production (EP)of arbitrary sets of the…

Statistical Mechanics · Physics 2025-09-01 David H. Wolpert

The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…

Statistical Mechanics · Physics 2015-06-24 Jan Naudts

We investigate the problem of approximate Bayesian inference for a general class of observation models by means of the expectation propagation (EP) framework for large systems under some statistical assumptions. Our approach tries to…

Information Theory · Computer Science 2016-08-24 Burak Çakmak , Manfred Opper , Bernard H. Fleury , Ole Winther

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

We present a practical scheme for performing error estimates for Density Functional Theory calculations. The approach which is based on ideas from Bayesian statistics involves creating an ensemble of exchange-correlation functionals by…

Materials Science · Physics 2009-11-11 J. J. Mortensen , K. Kaasbjerg , S. L. Frederiksen , J. K. Norskov , J. P. Sethna , K. W. Jacobsen

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

Methodology · Statistics 2023-09-26 Aojun Li , Keying Ye , Min Wang

The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…

Statistical Mechanics · Physics 2011-08-26 M. Belushkin , R. Livi , G. Foffi

As we collect additional samples from a data population for which a known density function estimate may have been previously obtained by a black box method, the increased complexity of the data set may result in the true density being…

Machine Learning · Statistics 2022-10-28 Dat Do , Nhat Ho , XuanLong Nguyen

Fluctuation theorems have become an important tool in single molecule biophysics to measure free energy differences from non-equilibrium experiments. When significant coarse-graining or noise affect the measurements, the determination of…

Statistical Mechanics · Physics 2016-03-09 Reinaldo García-García , Sourabh Lahiri , David Lacoste

Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…

High Energy Physics - Lattice · Physics 2024-01-02 Julien Frison

The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…

Statistical Mechanics · Physics 2007-09-10 Gary Ayton , Denis J. Evans , Debra J. Searles

We propose a general formalism of iterated random functions with semigroup property, under which exact and approximate Bayesian posterior updates can be viewed as specific instances. A convergence theory for iterated random functions is…

Machine Learning · Statistics 2013-11-05 Arash A. Amini , XuanLong Nguyen

We consider a previously proposed non-extensive statistical mechanics in which the entropy depends only on the probability, this was obtained from a f(\beta) distribution and its corresponding Boltzmann factor. We show that the first term…

Statistical Mechanics · Physics 2016-10-24 Octavio Obregón , J. Torres-Arenas , A. Gil-Villegas

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

A framework for relativistic thermodynamics and statistical physics is built by first exploiting the symmetries between energy and momentum in the derivation of the Boltzmann distribution, then using Einstein's energy-momentum relationship…

Statistical Mechanics · Physics 2020-07-09 Alexander Taskov

A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…

Statistical Mechanics · Physics 2015-06-24 Owen Jepps , Denis J. Evans , Debra J. Searles

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

We study asymptotic properties of expectation propagation (EP) -- a method for approximate inference originally developed in the field of machine learning. Applied to generalized linear models, EP iteratively computes a multivariate…

Information Theory · Computer Science 2018-05-11 Burak Çakmak , Manfred Opper

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen