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Hierarchical structures, which include multiple levels, are prevalent in statistical and machine-learning models as well as physical systems. Extending the foundational result that the maximum entropy distribution under mean constraints is…

Information Theory · Computer Science 2025-09-03 Amir R. Asadi

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn

We derive generalization and excess risk bounds for neural nets using a family of complexity measures based on a multilevel relative entropy. The bounds are obtained by introducing the notion of generated hierarchical coverings of neural…

Machine Learning · Computer Science 2019-06-27 Amir R. Asadi , Emmanuel Abbe

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

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

Within a framework of utmost generality, we show that the entropy maximization procedure with linear constraints uniquely leads to the Shannon-Boltzmann-Gibbs entropy. Therefore, the use of this procedure with linear constraints should not…

Statistical Mechanics · Physics 2018-05-01 Thomas Oikonomou , G. Baris Bagci

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 maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of…

Statistical Mechanics · Physics 2012-06-22 Denis Nikolaevich Sob'yanin

Tsallis has suggested a nonextensive generalization of the Boltzmann-Gibbs entropy, the maximization of which gives a generalized canonical distribution under special constraints. In this brief report we show that the generalized canonical…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

Machine Learning · Statistics 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

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

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

The thermodynamic maximum principle for the Boltzmann-Gibbs-Shannon (BGS) entropy is reconsidered by combining elements from group and measure theory. Our analysis starts by noting that the BGS entropy is a special case of relative entropy.…

Statistical Mechanics · Physics 2008-11-26 Jörn Dunkel , Peter Talkner , Peter Hänggi

We propose a generalized entropy maximization procedure, which takes into account the generalized averaging procedures and information gain definitions underlying the generalized entropies. This novel generalized procedure is then applied…

Statistical Mechanics · Physics 2015-05-13 G. Baris Bagci , Ugur Tirnakli

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

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

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

Maximum-Entropy Distributions offer an attractive family of probability densities suitable for moment closure problems. Yet finding the Lagrange multipliers which parametrize these distributions, turns out to be a computational bottleneck…

Machine Learning · Statistics 2023-08-14 Mohsen Sadr , Manuel Torrilhon , M. Hossein Gorji
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