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A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…

Numerical Analysis · Mathematics 2023-02-15 Michael Pilosov , Carlos del-Castillo-Negrete , Tian Yu Yen , Troy Butler , Clint Dawson

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$…

Optimization and Control · Mathematics 2015-06-11 Nicolae Cindea , Arnaud Munch

This work belongs to the framework of inverse problems with linear model. The resolution of this type of problem consists in minimizing (possibly under constraints) a function of discrepancy between the measurements and a physical model of…

Information Theory · Computer Science 2021-09-28 Henri Lantéri

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Resolving sources beyond the diffraction limit is important in imaging, communications, and metrology. Current image-based methods of super-resolution require phase information (either of the source points or an added filter) and perfect…

Optics · Physics 2025-12-16 S. A. Wadood , Shaurya Aarav , Kevin Liang , Jason W Fleischer

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

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Any given density matrix can be represented as an infinite number of ensembles of pure states. This leads to the natural question of how to uniquely select one out of the many, apparently equally suitable, possibilities. Following Jaynes'…

Quantum Physics · Physics 2025-04-23 Fabio Anza , James P. Crutchfield

With the rapid development of diffusion models and flow-based generative models, there has been a surge of interests in solving noisy linear inverse problems, e.g., super-resolution, deblurring, denoising, colorization, etc, with generative…

Machine Learning · Computer Science 2024-10-22 Xiangming Meng , Yoshiyuki Kabashima

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…

Mathematical Finance · Quantitative Finance 2019-02-22 Renjie Wang , Cody Hyndman , Anastasis Kratsios

A numerical code is described for constructing Doppler maps from the orbital variation of line profiles of (mass transfering) binaries. It uses an algorithm related to Richardson-Lucy iteration, and is much faster than the standard…

Astrophysics · Physics 2007-05-23 H. C. Spruit

Obtaining meaningful solutions for inverse problems has been a major challenge with many applications in science and engineering. Recent machine learning techniques based on proximal and diffusion-based methods have shown promising results.…

Machine Learning · Computer Science 2024-02-08 Moshe Eliasof , Eldad Haber , Eran Treister

Maximum likelihood estimation is a valuable tool often applied to inverse problems in quantum theory. Estimation from small data sets can, however, have non unique solutions. We discuss this problem and propose to use Jaynes maximum entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 J. Rehacek , Z. Hradil

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…

Methodology · Statistics 2010-11-16 Roger Koenker , Ivan Mizera

Given a knowledge base KB containing first-order and statistical facts, we consider a principled method, called the random-worlds method, for computing a degree of belief that some formula Phi holds given KB. If we are reasoning about a…

Artificial Intelligence · Computer Science 2009-09-25 A. J. Grove , J. Y. Halpern , D. Koller

To calculate the entropy of a subalgebra or of a channel with respect to a state, one has to solve an intriguing optimalization problem. The latter is also the key part in the entanglement of formation concept, in which case the subalgebra…

Quantum Physics · Physics 2008-02-03 Armin Uhlmann

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen