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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

Improved mean-field technics are a central theme of statistical physics methods applied to inference and learning. We revisit here some of these methods using high-temperature expansions for disordered systems initiated by Plefka, Georges…

Disordered Systems and Neural Networks · Physics 2020-06-11 Antoine Maillard , Laura Foini , Alejandro Lage Castellanos , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Our capacity to process information depends on the computational power at our disposal. Information theory captures our ability to distinguish states or communicate messages when it is unconstrained with unrivaled beauty and elegance. For…

Quantum Physics · Physics 2026-04-08 Johannes Jakob Meyer , Asad Raza , Jacopo Rizzo , Lorenzo Leone , Sofiene Jerbi , Jens Eisert

The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…

Information Theory · Computer Science 2025-11-13 Andreas Theocharous , Lampros Gavalakis , Ioannis Kontoyiannis

Dissipative quantum systems are frequently described within the framework of the so-called "system-plus-reservoir" approach. In this work we assign their description to the Maximum Entropy Formalism and compare the resulting thermodynamic…

Statistical Mechanics · Physics 2017-01-04 Lisan M. M. Durão , Amir O. Caldeira

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

In this paper, we propose an optimization-based mechanism to explain power law distributions, where the function that the optimization process is seeking to optimize is derived mathematically, then the behavior and interpretation of this…

Physics and Society · Physics 2018-12-27 A. M. Khalili

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

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

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

Algorithmic entropy can be seen as a special case of entropy as studied in statistical mechanics. This viewpoint allows us to apply many techniques developed for use in thermodynamics to the subject of algorithmic information theory. In…

Mathematical Physics · Physics 2013-02-27 John C. Baez , Mike Stay

The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…

Information Theory · Computer Science 2015-04-14 Badong Chen , Guangmin Wang , Nanning Zheng , Jose C. Principe

Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…

Probability · Mathematics 2025-02-14 Adam Timar

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

MaxEnt's variational principle, in conjunction with Shannon's logarithmic information measure, yields only exponential functional forms in straightforward fashion. In this communication we show how to overcome this limitation via the…

Applications · Statistics 2015-06-04 A. Hernando , A. Plastino

The maximum entropy principle, as applied to quantum systems, is a fundamental prescript positing that for a quantum system for which we only have partial knowledge, the maximum entropy state consistent with the partial knowledge is a…

Quantum Physics · Physics 2025-07-24 Siddhartha Das , Ujjwal Sen

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

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition…

Dynamical Systems · Mathematics 2013-07-09 N T A Haydn

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…

Methodology · Statistics 2024-04-23 Taeho Kim , Kyoung-kuk Kim , Eunhye Song

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
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