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As data plays an increasingly pivotal role in decision-making, the emergence of data markets underscores the growing importance of data valuation. Within the machine learning landscape, Data Shapley stands out as a widely embraced method…

Machine Learning · Statistics 2024-07-30 Mengmeng Wu , Zhihong Liu , Xiang Li , Ruoxi Jia , Xiangyu Chang

A path information is defined in connection with different possible paths of irregular dynamic systems moving in its phase space between two points. On the basis of the assumption that the paths are physically differentiated by their…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

Quantum mechanics is derived as an application of the method of maximum entropy. No appeal is made to any underlying classical action principle whether deterministic or stochastic. Instead, the basic assumption is that in addition to the…

Quantum Physics · Physics 2011-05-09 Ariel Caticha

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

We develop a new theoretical framework for describing steady-state quantum transport phenomena, based on the general maximum-entropy principle of non-equilibrium statistical mechanics. The general form of the many-body density matrix is…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 P. Bokes , R. W. Godby

Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…

Information Theory · Computer Science 2026-02-02 Roberto Rubboli , Erkka Haapasalo , Marco Tomamichel

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Superstatistics describes nonequilibrium steady states as superpositions of canonical ensembles with a probability distribution of temperatures. Rather than assume a certain distribution of temperature, recently [J. Phys. A: Math. Theor.…

Statistical Mechanics · Physics 2020-10-28 Sergio Davis

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…

Statistical Finance · Quantitative Finance 2013-10-31 Rosario Bartiromo

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

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including…

Statistical Mechanics · Physics 2021-03-17 Jan Korbel , David H. Wolpert

We propose an approach to the realization of many-body quantum state distributions inspired by combined principles of thermodynamics and mesoscopic physics. Its essence is a maximum entropy principle conditioned by conservation laws. We go…

Quantum Physics · Physics 2022-03-25 Alexander Altland , David A. Huse , Tobias Micklitz

The uncertainty principle sets limit on our ability to predict the values of two incompatible observables measured on a quantum particle simultaneously. This principle can be stated in various forms. In quantum information theory, it is…

Quantum Physics · Physics 2018-09-27 H. Dolatkhah , S. Haseli , S. Salimi , S. A. Khorashad

Statistical mechanics is based on interplay between energy minimization and entropy maximization. Here we formalize this interplay via axioms of cooperative game theory (Nash bargaining) and apply it out of equilibrium. These axioms capture…

Statistical Mechanics · Physics 2020-10-14 S. G. Babajanyan , K. H. Cheong , A. E. Allahverdyan

Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…

Classical Physics · Physics 2016-09-08 Ariel Caticha

The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…

Statistical Mechanics · Physics 2014-10-02 Sergio Chibbaro , Lamberto Rondoni , Angelo Vulpiani

We describe a simple framework for teaching the principles that underlie the dynamical laws of transport: Fick's law of diffusion, Fourier's law of heat flow, the Newtonian viscosity law, and mass-action laws of chemical kinetics. In…

Statistical Mechanics · Physics 2015-06-25 Kingshuk Ghosh , Ken Dill , Mandar M. Inamdar , Effrosyni Seitaridou , Rob Phillips

We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties,…

Systems and Control · Computer Science 2019-08-07 Mahendra Singh Tomar , Matthias Rungger , Majid Zamani

The foundations of the Boltzmann-Gibbs (BG) distributions for describing equilibrium statistical mechanics of systems are examined. Broadly, they fall into: (i) probabilistic paaroaches based on the principle of equal a priori probability…

Statistical Mechanics · Physics 2009-11-10 A. K. Rajagopal , Sumiyoshi Abe
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