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Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

Strongly Correlated Electrons · Physics 2018-11-05 Jae-Hoon Sim , Myung Joon Han

The Random Permutation Set (RPS) is a new type of set proposed recently, which can be regarded as the generalization of evidence theory. To measure the uncertainty of RPS, the entropy of RPS and its corresponding maximum entropy have been…

Information Theory · Computer Science 2024-03-12 Jiefeng Zhou , Zhen Li , Kang Hao Cheong , Yong Deng

We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2008-10-17 Chih-Yuan Tseng , Ariel Caticha

How to find unknown distributions is questioned in many pieces of research. There are several ways to figure them out, but the main question is which acts more reasonably than others. In this paper, we focus on the maximum entropy principle…

Other Statistics · Statistics 2023-07-26 Seyedeh Azadeh Fallah Mortezanejad

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

Using a maximum entropy principle to assign a statistical weight to any graph, we introduce a model of random graphs with arbitrary degree distribution in the framework of standard statistical mechanics. We compute the free energy and the…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Bauer , D. Bernard

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

Information flow analysis is a powerful technique for reasoning about the sensitive information exposed by a program during its execution. While past work has proposed information theoretic metrics (e.g., Shannon entropy, min-entropy,…

Cryptography and Security · Computer Science 2010-09-22 Ji Zhu , Mudhakar Srivatsa

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Information Theory · Computer Science 2019-05-28 David Sigtermans

We study a quantity called discrete layered entropy, which approximates the Shannon entropy within a logarithmic gap. Compared to the Shannon entropy, the discrete layered entropy is piecewise linear, approximates the expected length of the…

Information Theory · Computer Science 2026-01-27 Cheuk Ting Li

We apply the maximum entropy principle to economic systems in equilibrium and find the density function for the market's wealth. This is the same as price density which is used for insurance pricing. The risk aversion parameter of the agent…

Statistical Mechanics · Physics 2008-12-10 Amir H. Darooneh

The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…

Information Theory · Computer Science 2019-06-26 Hector Zenil , Narsis A. Kiani , Jesper Tegnér

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…

Classical Physics · Physics 2012-11-13 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

We derive the microcanonical ensemble from the Maximum Entropy Principle (MEP) using the phase space volume entropy of P. Hertz. Maximizing this entropy with respect to the probability distribution with the constraints of normalization and…

Statistical Mechanics · Physics 2008-02-15 Michele Campisi , Donald H. Kobe

We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the…

Analysis of PDEs · Mathematics 2013-10-14 Henri Berestycki , Italo Capuzzo Dolcetta , Alessio Porretta , Luca Rossi

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

Non-deductive reasoning systems are often {\em representation dependent}: representing the same situation in two different ways may cause such a system to return two different answers. Some have viewed this as a significant problem. For…

Artificial Intelligence · Computer Science 2007-05-23 Joseph Y. Halpern , Daphne Koller

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

This paper focuses on the extreme-value problem for Shannon entropy of the joint distribution with given marginals. It is proved that the minimum-entropy coupling must be of order-preserving, while the maximum-entropy coupling coincides…

Information Theory · Computer Science 2022-06-09 Ya-Jing Ma , Feng Wang , Xian-Yuan Wu , Kai-Yuan Cai
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