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Entropy maximization and free energy minimization are general physical principles for modeling the dynamics of various physical systems. Notable examples include modeling decision-making within the brain using the free-energy principle,…

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

The thermal state plays a number of significant roles throughout physics, information theory, quantum computing, and machine learning. It arises from Jaynes' maximum-entropy principle as the maximally entropic state subject to linear…

Quantum Physics · Physics 2025-08-07 Philippe Faist , Sumeet Khatri

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

Computer Science and Game Theory · Computer Science 2014-10-28 Yang Cai , Constantinos Daskalakis

The Principle of Insufficient Reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The Maximum Entropy Principle (MaxEnt) generalizes PIR to the case…

Machine Learning · Statistics 2021-11-25 Dominik Janzing

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

Methodology · Statistics 2024-07-19 Duncan K. Foley , Ellis Scharfenaker

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

We review here {\it Maximum Caliber} (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of {\it Maximum Entropy} (Max…

Statistical Mechanics · Physics 2018-01-17 Purushottam D. Dixit , Jason Wagoner , Corey Weistuch , Steve Pressé , Kingshuk Ghosh , Ken A. Dill

We study tagged particle diffusion at large packing fractions, for a model of particles interacting with a generalized Lennard-Jones 2n-n potential, with large n. The resulting short-range potential mimics interactions in colloidal systems.…

Soft Condensed Matter · Physics 2007-05-23 Luca Angelani , Giuseppe Foffi , Francesco Sciortino , Piero Tartaglia

G. Edelman, O. Sporns, and G. Tononi introduced in theoretical biology the neural complexity of a family of random variables. This functional is a special case of intricacy, i.e., an average of the mutual information of subsystems whose…

Probability · Mathematics 2009-09-14 Jerome Buzzi , Lorenzo Zambotti

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Christian Beck

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

Entropy production is the crucial quantity characterizing irreversible phenomena and the second law of thermodynamics. Yet, a ubiquitous definition eludes consensus. Given that entropy production arises from incomplete access to…

Quantum Physics · Physics 2024-08-26 Adalberto D. Varizi , Pedro S. Correia
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