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We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use…

Quantitative Methods · Quantitative Biology 2010-03-02 Steven A. Frank , D. Eric Smith

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

The Bayesian approach to inverse problems provides a rigorous framework for the incorporation and quantification of uncertainties in measurements, parameters and models. We are interested in designing numerical methods which are robust…

Numerical Analysis · Mathematics 2020-06-29 Claudia Schillings , Björn Sprungk , Philipp Wacker

Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…

Information Theory · Computer Science 2022-03-24 Jixiang Deng , Yong Deng

The purpose of this paper is to introduce several new convolution operators, generated by some known probability densities. By using the inverse Fourier transform and taking inverse steps (in the analogues of the classical procedures used…

Classical Analysis and ODEs · Mathematics 2017-09-15 Sorin G. Gal

Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

Mathematical Physics · Physics 2012-08-27 M. Grendar, , M. Grendar

The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…

Data Analysis, Statistics and Probability · Physics 2015-09-16 Justin B. Kinney

In this work we derive an inversion formula for the Laplace transform of a density observed on a curve in the complex domain, which generalizes the well known Post-Widder formula. We establish convergence of our inversion method and derive…

Statistics Theory · Mathematics 2015-12-01 Denis Belomestny , Hilmar Mai , John Schoenmakers

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

Maximum likelihood iteration is one of the most commonly used reconstruction algorithms in quantum tomography. The main appeal of the method is that it is easy to implement and that it converges reliably to a physically meaningful density…

Quantum Physics · Physics 2025-08-21 Florian Oberender

The maximum entropy method has been used to reconstruct images in a wide range of astronomical fields, but in its traditional form it is restricted to the reconstruction of strictly positive distributions. We present an extension of the…

Astrophysics · Physics 2009-10-31 MP Hobson , AN Lasenby

In this paper we focus on a type of inverse problem in which the data is expressed as an unknown function of the sought and unknown model function (or its discretised representation as a model parameter vector). In particular, we deal with…

Applications · Statistics 2019-08-19 Dalia Chakrabarty , Prasenjit Saha

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

Define a forward problem as $\rho_y = G_\#\rho_x$, where the probability distribution $\rho_x$ is mapped to another distribution $\rho_y$ using the forward operator $G$. In this work, we investigate the corresponding inverse problem: Given…

Optimization and Control · Mathematics 2025-04-29 Qin Li , Maria Oprea , Li Wang , Yunan Yang

In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…

Analysis of PDEs · Mathematics 2020-02-19 Cong Shi , Claus Ropers , Thorsten Hohage

Many models require integrals of high-dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The…

Methodology · Statistics 2024-11-05 Shaun McDonald , David Campbell

We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…

Probability · Mathematics 2020-03-12 Tomasz M. Łapiński

The article is devoted to the problem of calculating the probability density of a strictly stable law at $x\to\infty$. To solve this problem, it was proposed to use the expansion of the probability density in a power series. A…

Probability · Mathematics 2023-03-07 Viacheslav V. Saenko

We develop a maximum relative entropy formalism to generate optimal 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 2008-10-17 Chih-Yuan Tseng , Ariel Caticha

The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…

Astrophysics of Galaxies · Physics 2018-10-24 Liubin Pan , Paolo Padoan , Åke Nordlund