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We analyze the statistical complexity vs. entropy plane-representation of sampled chaotic attractors as a function of the sampling period {\tau}. It is shown that if the Bandt and Pompe procedure is used to assign a probability distribution…

In this paper, we present a novel method for computing the relative entropy as well as the expected relative entropy using an MCMC chain. The relative entropy from information theory can be used to quantify differences in posterior…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-29 Ahmad Mehrabi , A. Ahmadi

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…

Computation · Statistics 2015-03-20 S. L. Cotter , G. O. Roberts , A. M. Stuart , D. White

Maximum Entropy is an image reconstruction method conceived to image a sparsely occupied field of view and therefore particularly appropriate to achieve super-resolution effects. Although widely used in image deconvolution, this method has…

Solar and Stellar Astrophysics · Physics 2020-05-13 Paolo Massa , Richard Schwartz , A Kim Tolbert , Anna Maria Massone , Brian R Dennis , Michele Piana , Federico Benvenuto

We present a new procedure to determine Parton Distribution Functions (PDFs), based on Markov Chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard $\chi^2$ minimization by procedures grounded…

High Energy Physics - Phenomenology · Physics 2017-11-07 Yémalin Gabin Gbedo , Mariane Mangin-Brinet

In this paper we introduce the theory of derivatives of moments and (moment) functionals to represent moment functionals by Gaussian mixtures, characteristic functions of polytopes, and simple functions of polytopes. We study, among other…

Functional Analysis · Mathematics 2019-07-17 Philipp J. di Dio

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

Poisson Surface Reconstruction is a widely-used algorithm for reconstructing a surface from an oriented point cloud. To facilitate applications where only partial surface information is available, or scanning is performed sequentially, a…

Graphics · Computer Science 2025-06-06 Sidhanth Holalkere , David S. Bindel , Silvia Sellán , Alexander Terenin

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Optimization and Control · Mathematics 2016-11-17 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

We propose a reconstruction of the full $(x, \xi, t)$ dependence of unpolarized isovector proton generalized parton distributions (GPDs) $H^{u-d}$ and $E^{u-d}$ from lattice QCD data in the pseudo-distribution formalism. For the first time,…

Using the classical estimation method of moments, we propose a new semiparametric estimation procedure for multi-parameter copula models. Consistency and asymptotic normality of the obtained estimators are established. By considering an…

Methodology · Statistics 2012-01-10 Brahim Brahimi , Abdelhakim Necir

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

Compressed Counting (CC) [22] was recently proposed for estimating the ath frequency moments of data streams, where 0 < a <= 2. CC can be used for estimating Shannon entropy, which can be approximated by certain functions of the ath…

Data Structures and Algorithms · Computer Science 2012-05-14 Ping Li

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

We present a Stochastic Optimization Method (SOM) for the reconstruction of the spectral functions (SPFs) from Euclidean correlation functions. In this approach the SPF is parameterized as a sum of randomly distributed boxes. By varying the…

High Energy Physics - Lattice · Physics 2015-10-14 Hai-Tao Shu , Heng-Tong Ding , Olaf Kaczmarek , Swagato Mukherjee , Hiroshi Ohno

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke