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Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

In this paper, we present a new explainability formalism designed to shed light on how each input variable of a test set impacts the predictions of machine learning models. Hence, we propose a group explainability formalism for trained…

Machine Learning · Statistics 2022-08-12 François Bachoc , Fabrice Gamboa , Max Halford , Jean-Michel Loubes , Laurent Risser

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

Machine Learning · Computer Science 2018-09-26 Yao Zhang , Andrew M. Saxe , Madhu S. Advani , Alpha A. Lee

In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

Statistics Theory · Mathematics 2016-09-29 Tengyao Wang , Quentin Berthet , Richard J. Samworth

The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

Machine learning (ML)-based interatomic potentials are currently garnering a lot of attention as they strive to achieve the accuracy of electronic structure methods at the computational cost of empirical potentials. Given their generic…

Computational Physics · Physics 2020-02-20 Mariia Karabin , Danny Perez

Inferential methods can be used to integrate experimental informations and molecular simulations. The maximum entropy principle provides a framework for using equilibrium experimental data and it has been shown that replica-averaged…

Biomolecules · Quantitative Biology 2018-05-16 Riccardo Capelli , Guido Tiana , Carlo Camilloni

We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…

Statistical Mechanics · Physics 2009-11-07 Sumiyoshi Abe

Data is the cornerstone of large language models (LLMs), but not all data is useful for model learning. Carefully selected data can better elicit the capabilities of LLMs with much less computational overhead. Most methods concentrate on…

Machine Learning · Computer Science 2024-07-12 Mingjia Yin , Chuhan Wu , Yufei Wang , Hao Wang , Wei Guo , Yasheng Wang , Yong Liu , Ruiming Tang , Defu Lian , Enhong Chen

The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…

Statistics Theory · Mathematics 2015-10-15 Henryk Gzyl

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

We develop the method of Maximum Entropy (ME) as a technique to generate 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 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

We show that the max entropy algorithm can be derandomized (with respect to a particular objective function) to give a deterministic $3/2-\epsilon$ approximation algorithm for metric TSP for some $\epsilon > 10^{-36}$. To obtain our result,…

Data Structures and Algorithms · Computer Science 2022-12-14 Anna R. Karlin , Nathan Klein , Shayan Oveis Gharan

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

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

We consider the problem of determining the top-$k$ largest measurements from a dataset distributed among a network of $n$ agents with noisy communication links. We show that this scenario can be cast as a distributed convex optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-02 Xu Zhang , Marcos Vasconcelos

The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…

Populations and Evolution · Quantitative Biology 2012-02-29 Michael Raghib , Nicholas A. Hill , Ulf Dieckmann
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