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We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

Data Structures and Algorithms · Computer Science 2008-12-18 Nicholas J. A. Harvey , Jelani Nelson , Krzysztof Onak

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering…

Machine Learning · Statistics 2025-11-25 Kenric P. Nelson

We study optimal transport between two high-dimensional distributions $\mu,\nu$ in $R^n$ from an algorithmic perspective: given $x \sim \mu$, find a close $y \sim \nu$ in $poly(n)$ time, where $n$ is the dimension of $x,y$. Thus, running…

Data Structures and Algorithms · Computer Science 2025-09-29 Salman Beigi , Omid Etesami , Mohammad Mahmoody , Amir Najafi

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

We propose enhancing trajectory optimization methods through the incorporation of two key ideas: variable-grasp pose sampling and trajectory commitment. Our iterative approach samples multiple grasp poses, increasing the likelihood of…

Robotics · Computer Science 2023-05-23 Jiahe Pan , Kerry He , Jia Ming Ong , Akansel Cosgun

This work elaborates on the important problem of (1) designing optimal randomized routing policies for reaching a target node t from a source note s on a weighted directed graph G and (2) defining distance measures between nodes…

Machine Learning · Computer Science 2021-08-24 Pierre Leleux , Sylvain Courtain , Guillaume Guex , Marco Saerens

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

Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…

Machine Learning · Computer Science 2022-06-01 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , A. K. Qin

We propose a framework for joint entropy coding and encryption using Chaotic maps. We begin by observing that the message symbols can be treated as the symbolic sequence of a discrete dynamical system. For an appropriate choice of the…

Chaotic Dynamics · Physics 2007-05-23 Nithin Nagaraj , Prabhakar G Vaidya , Kishor G Bhat

We derive an algorithm that achieves the optimal (within constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent…

Machine Learning · Computer Science 2022-03-03 Julian Zimmert , Yevgeny Seldin

Improving and optimizing oceanographic sampling is a crucial task for marine science and maritime resource management. Faced with limited resources in understanding processes in the water-column, the combination of statistics and autonomous…

Applications · Statistics 2020-08-19 Trygve Olav Fossum , Cédric Travelletti , Jo Eidsvik , David Ginsbourger , Kanna Rajan

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

We have discussed the Tsallis entropy in finite $N$-unit nonextensive systems, by using the multivariate $q$-Gaussian probability distribution functions (PDFs) derived by the maximum entropy methods with the normal average and the…

Statistical Mechanics · Physics 2015-05-14 Hideo Hasegawa

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

In this paper we define a discrete dynamical system that governs the evolution of a population of agents. From the dynamical system, a variant of Differential Evolution is derived. It is then demonstrated that, under some assumptions on the…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Massimiliano Vasile , Edmondo Minisci , Marco Locatelli

We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…

Statistical Mechanics · Physics 2009-10-31 R. Salazar , R. Toral

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay