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The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

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 phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

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

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

We present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

Information Theory · Computer Science 2009-09-29 Prakash Ishwar , Pierre Moulin

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

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Loss functions play a central role in supervised classification. Cross-entropy (CE) is widely used, whereas the mean absolute error (MAE) loss can offer robustness but is difficult to optimize. Interpolating between the CE and MAE losses,…

Machine Learning · Statistics 2026-04-29 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez , Anqi Liu

Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…

Statistics Theory · Mathematics 2021-12-17 Edouard Genetay , Adrien Saumard , Rémi Coulaud

This paper discusses the application of L1-regularized maximum entropy modeling or SL1-Max [9] to multiclass categorization problems. A new modification to the SL1-Max fast sequential learning algorithm is proposed to handle conditional…

Machine Learning · Computer Science 2007-05-23 Patrick Haffner , Steven Phillips , Rob Schapire

Importance sampling of target probability distributions belonging to a given convex class is considered. Motivated by previous results, the cost of importance sampling is quantified using the relative entropy of the target with respect to…

Numerical Analysis · Mathematics 2022-12-09 Frédéric Cérou , Patrick Héas , Mathias Rousset

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Machine Learning · Computer Science 2015-06-16 Matus Telgarsky , Miroslav Dudík , Robert Schapire

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Machine Learning · Computer Science 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain…

Machine Learning · Computer Science 2013-01-18 Loo-Nin Teow , Kia-Fock Loe

Maximum entropy approach to classification is very well studied in applied statistics and machine learning and almost all the methods that exists in literature are discriminative in nature. In this paper, we introduce a maximum entropy…

Information Theory · Computer Science 2013-12-31 Ambedkar Dukkipati , Gaurav Pandey , Debarghya Ghoshdastidar , Paramita Koley , D. M. V. Satya Sriram

In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned…

Machine Learning · Computer Science 2014-09-30 Jim Jing-Yan Wang , Yi Wang , Shiguang Zhao , Xin Gao

Model selection is central to statistics, and many learning problems can be formulated as model selection problems. In this paper, we treat the problem of selecting a maximum entropy model given various feature subsets and their moments, as…

Information Theory · Computer Science 2013-11-28 Gaurav Pandey , Ambedkar Dukkipati