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In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

Optimization and Control · Mathematics 2013-01-08 Enlu Zhou , Jiaqiao Hu

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…

Machine Learning · Statistics 2020-07-01 Gonzalo Mena , Amin Nejatbakhsh , Erdem Varol , Jonathan Niles-Weed

We consider the evolution of a network of neurons, focusing on the asymptotic behavior of spikes dynamics instead of membrane potential dynamics. The spike response is not sought as a deterministic response in this context, but as a…

Data Analysis, Statistics and Probability · Physics 2010-08-27 J. C. Vasquez , B. Cessac , T. Viéville

The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…

High Energy Physics - Theory · Physics 2023-11-17 Orestis Loukas , Ho Ryun Chung

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

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

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Depending on context, the term entropy is used for a thermodynamic quantity, a~measure of available choice, a quantity to measure information, or, in the context of statistical inference, a maximum configuration predictor. For systems in…

Statistical Mechanics · Physics 2018-11-14 Rudolf Hanel , Stefan Thurner

Hypergraphs are structures that can be decomposed or described; in other words they are recursively countable. Here, we get exact and asymptotic enumeration results on hypergraphs by means of exponential generating functions. The number of…

Discrete Mathematics · Computer Science 2008-06-20 Tsiriniaina Andriamampianina

With a view to connecting random mutation on the molecular level to punctuated equilibrium behavior on the phenotype level, we propose a new model for biological evolution, which incorporates random mutation and natural selection. In this…

Condensed Matter · Physics 2009-10-28 M. Y. Choi , H. Y. Lee , D. Kim , S. H. Park

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

The paper tackles the problem of clustering multiple networks, directed or not, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of…

Statistics Theory · Mathematics 2023-11-07 Tabea Rebafka

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

The entropy of a hierarchical network topology in an ensemble of sparse random networks with "hidden variables" associated to its nodes, is the log-likelihood that a given network topology is present in the chosen ensemble.We obtain a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Ginestra Bianconi , Anthony C. C. Coolen , Conrad J. Perez Vicente

We apply genetic programming techniques to the `shepherding' problem, in which a group of one type of animal (sheep dogs) attempts to control the movements of a second group of animals (sheep) obeying flocking behavior. Our genetic…

Artificial Intelligence · Computer Science 2016-03-22 Joshua Brulé , Kevin Engel , Nick Fung , Isaac Julien