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In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jaynes' `concentration phenomenon' and Van Campenhout and Cover's…

Information Theory · Computer Science 2008-09-17 Peter Grunwald

Given a prior probability density $p$ on a compact set $K$ we characterize the probability distribution $q_{\delta}^*$ on $K$ contained in a Wasserstein ball $B_{\delta}(\mu)$ centered in a given discrete measure $\mu$ for which the…

Optimization and Control · Mathematics 2021-06-08 Luis Felipe Vargas , Mauricio Velasco

Recommendations based on behavioral data may be faced with ambiguous statistical evidence. We consider the case of association rules, relevant e.g.~for query and product recommendations. For example: Suppose that a customer belongs to…

Databases · Computer Science 2015-01-12 Rasmus Pagh , Morten Stöckel

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…

Methodology · Statistics 2021-06-17 Sai K. Popuri , Nagaraj K. Neerchal , Amita Mehta , Ahmad Mousavi

Maximization of an expensive, unimodal function under random observations has been an important problem in hyperparameter tuning. It features expensive function evaluations (which means small budgets) and a high level of noise. We develop…

Optimization and Control · Mathematics 2023-02-23 Xiaohe Luo , Warren B. Powell

Consider a system consisting of $n$ $d$-dimensional quantum particles and arbitrary pure state $\Psi$ of the whole system. Suppose we simultaneously perform complete von Neumann measurements on each particle. One can ask: what is the…

Quantum Physics · Physics 2009-11-07 Sergei Bravyi

Given a hypergraph $H$, the Minimum Connectivity Inference problem asks for a graph on the same vertex set as $H$ with the minimum number of edges such that the subgraph induced by every hyperedge of $H$ is connected. This problem has…

Data Structures and Algorithms · Computer Science 2019-08-27 Édouard Bonnet , Diana-Elena Fălămaş , Rémi Watrigant

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

We study the Closest Pair Problem in Hamming metric, which asks to find the pair with the smallest Hamming distance in a collection of binary vectors. We give a new randomized algorithm for the problem on uniformly random input…

Data Structures and Algorithms · Computer Science 2021-12-08 Andre Esser , Robert Kübler , Floyd Zweydinger

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

Compressed Counting (CC), based on maximally skewed stable random projections, was recently proposed for estimating the p-th frequency moments of data streams. The case p->1 is extremely useful for estimating Shannon entropy of data…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

Multimodal data is a precious asset enabling a variety of downstream tasks in machine learning. However, real-world data collected across different modalities is often not paired, which is a significant challenge to learn a joint…

Machine Learning · Computer Science 2025-08-11 Mustapha Bounoua , Giulio Franzese , Pietro Michiardi

Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…

Optimization and Control · Mathematics 2022-02-15 Charly Robinson La Rocca , Emma Frejinger , Jean-François Cordeau

We describe a maximum entropy approach for computing volumes and counting integer points in polyhedra. To estimate the number of points from a particular set X in R^n in a polyhedron P in R^n, by solving a certain entropy maximization…

Combinatorics · Mathematics 2009-07-15 Alexander Barvinok , John Hartigan

When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…

Quantitative Methods · Quantitative Biology 2025-05-06 David P. Carcamo , Nicholas J. Weaver , Purushottam D. Dixit , Christopher W. Lynn

Many quantum information measures can be written as an optimization of the quantum relative entropy between sets of states. For example, the relative entropy of entanglement of a state is the minimum relative entropy to the set of separable…

Quantum Physics · Physics 2018-08-09 Hamza Fawzi , Omar Fawzi