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Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

Methodology · Statistics 2020-12-21 Meng Yuan , Chunlin Wang , Boxi Lin , Pengfei Li

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

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

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

A formulation of the density functional theory is constructed on the foundations of entropic inference. The theory is introduced as an application of maximum entropy for inhomogeneous fluids in thermal equilibrium. It is shown that entropic…

Statistical Mechanics · Physics 2023-12-29 Ahmad Yousefi , Ariel Caticha

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

Machine Learning · Computer Science 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

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

A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…

Statistical Mechanics · Physics 2021-12-20 Ahmad Yousefi

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

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

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

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

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

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…

Statistical Mechanics · Physics 2021-09-14 Ahmad Yousefi , Ariel Caticha