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ACTest is an open-source toolkit developed in the Julia language. Its central goal is to automatically establish analytic continuation testing datasets, which include a large number of spectral functions and the corresponding Green's…

Computational Physics · Physics 2024-11-26 Li Huang

Maximum entropy (Maxent) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, Maxent models need efficient optimization…

Machine Learning · Statistics 2024-03-12 Gabriel P. Langlois , Jatan Buch , Jérôme Darbon

We develop a novel analytic continuation method for self-energies on the Matsubara domain as computed by quantum Monte Carlo simulations within dynamical mean field theory (QMC+DMFT). Unlike a maximum entropy (maxEn) procedure employed for…

Strongly Correlated Electrons · Physics 2020-07-28 Taegeun Song , Roser Valenti , Hunpyo Lee

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

We study the continuity of an abstract generalization of the maximum-entropy inference - a maximizer. It is defined as a right-inverse of a linear map restricted to a convex body which uniquely maximizes on each fiber of the linear map a…

Mathematical Physics · Physics 2016-05-17 Leiba Rodman , Ilya M. Spitkovsky , Arleta Szkoła , Stephan Weis

The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…

Data Analysis, Statistics and Probability · Physics 2013-11-07 A. N. Gorban

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

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Chaotic Dynamics · Physics 2025-09-30 Sara Kamali , Fabiano Baroni , Pablo Varona

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

We present the Python package ana_cont for the analytic continuation of fermionic and bosonic many-body Green's functions by means of either the Pade approximants or the maximum entropy method. The determination of hyperparameters and the…

Strongly Correlated Electrons · Physics 2021-05-25 Josef Kaufmann , Karsten Held

Data-driven modelling and computational predictions based on maximum entropy principle (MaxEnt-principle) aim at finding as-simple-as-possible - but not simpler then necessary - models that allow to avoid the data overfitting problem. We…

Computation · Statistics 2020-11-25 Horenko Illia , Marchenko Ganna , Gagliardini Patrick

Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing…

Statistics Theory · Mathematics 2026-03-27 Subhro Ghosh , Rathindra Nath Karmakar , Samriddha Lahiry

Tabular data dominates data science but poses challenges for generative models, especially when the data is limited or sensitive. We present a novel approach to generating synthetic tabular data based on the principle of maximum entropy --…

Machine Learning · Computer Science 2025-09-23 Miao Li , Phuc Nguyen , Christopher Tam , Alexandra Morgan , Kenneth Ge , Rahul Bansal , Linzi Yu , Rima Arnaout , Ramy Arnaout

We revisit the maximum-entropy inference of the state of a finite-level quantum system under linear constraints. The constraints are specified by the expected values of a set of fixed observables. We point out the existence of…

Quantum Physics · Physics 2016-05-17 Stephan Weis

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

Recent work in data mining and related areas has highlighted the importance of the statistical assessment of data mining results. Crucial to this endeavour is the choice of a non-trivial null model for the data, to which the found patterns…

Artificial Intelligence · Computer Science 2009-06-30 Tijl De Bie

The analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM)…

Strongly Correlated Electrons · Physics 2016-11-03 F. Bao , Y. Tang , M. Summers , G. Zhang , C. Webster , V. Scarola , T. A. Maier