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The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

Inferring the input parameters of simulators from observations is a crucial challenge with applications from epidemiology to molecular dynamics. Here we show a simple approach in the regime of sparse data and approximately correct models,…

Methodology · Statistics 2022-04-06 Rainier Barrett , Mehrad Ansari , Gourab Ghoshal , Andrew D White

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…

Machine Learning · Statistics 2023-05-10 Hiroshi Yamashita , Hideyuki Suzuki , Kazuyuki Aihara

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

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

Mathematical modeling of disease outbreaks can infer the future trajectory of an epidemic, which can inform policy decisions. Another task is inferring the origin of a disease, which is relatively difficult with current mathematical models.…

Physics and Society · Physics 2022-08-31 Mehrad Ansari , David Soriano-Paños , Gourab Ghoshal , Andrew D. White

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

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

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Statistical estimation in many contemporary settings involves the acquisition, analysis, and aggregation of datasets from multiple sources, which can have significant differences in character and in value. Due to these variations, the…

Applications · Statistics 2014-12-23 Quentin Berthet , Venkat Chandrasekaran

Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…

Machine Learning · Computer Science 2024-03-04 Xiaoxin Yin , David S. Yin

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung
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