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We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…

Statistical Mechanics · Physics 2021-12-17 Bruno Arderucio Costa , Pedro Pessoa

Normalizing flows are invertible neural networks with tractable change-of-volume terms, which allow optimization of their parameters to be efficiently performed via maximum likelihood. However, data of interest are typically assumed to live…

Machine Learning · Statistics 2021-11-04 Anthony L. Caterini , Gabriel Loaiza-Ganem , Geoff Pleiss , John P. Cunningham

Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…

Machine Learning · Computer Science 2024-02-20 Louis Grenioux , Éric Moulines , Marylou Gabrié

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

We consider the problem of learning a target probability distribution over a set of $N$ binary variables from the knowledge of the expectation values (with this target distribution) of $M$ observables, drawn uniformly at random. The space…

Statistical Mechanics · Physics 2015-09-02 Tomoyuki Obuchi , Simona Cocco , Rémi Monasson

A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…

Machine Learning · Computer Science 2020-06-26 Amir R. Asadi , Emmanuel Abbe

We present a framework for modeling complex, high-dimensional distributions on convex polytopes by leveraging recent advances in discrete and continuous normalizing flows on Riemannian manifolds. We show that any full-dimensional polytope…

Machine Learning · Computer Science 2025-03-18 Tomek Diederen , Nicola Zamboni

We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory. The generative map from the latent space to the data space…

Machine Learning · Computer Science 2018-09-28 Linfeng Zhang , Weinan E , Lei Wang

Hierarchical beam search in mmWave communications incurs substantial training overhead, necessitating deep learning-enabled beam predictions to effectively leverage channel priors and mitigate this overhead. In this study, we introduce a…

Information Theory · Computer Science 2024-01-04 Fan Meng , Cheng Zhang , Yongming Huang , Zhilei Zhang , Xiaoyu Bai , Zhaohua Lu

Normalizing flows are exact-likelihood generative neural networks which approximately transform samples from a simple prior distribution to samples of the probability distribution of interest. Recent work showed that such generative models…

Machine Learning · Statistics 2020-10-27 Jonas Köhler , Leon Klein , Frank Noé

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

Maximum-entropy moment methods allow for the modelling of gases from the continuum regime to strongly rarefied conditions. The development of approximated solutions to the entropy maximization problem has made these methods computationally…

Fluid Dynamics · Physics 2024-01-30 Stefano Boccelli , Willem Kaufmann , Thierry E. Magin , James G. McDonald

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

This paper is the first in a series which develops the theory of emittance dynamics based on simple statistical reasoning. Emittance is a central quantity used to characterize the quality of electron microscopes, photon sources and particle…

Accelerator Physics · Physics 2020-06-02 Brandon S. Zerbe , Phil M. Duxbury

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…

Data Analysis, Statistics and Probability · Physics 2011-05-25 Tim Rogers

One of the central tasks in many-body physics is the determination of phase diagrams. However, mapping out a phase diagram generally requires a great deal of human intuition and understanding. To automate this process, one can frame it as a…

Quantum Physics · Physics 2024-05-20 Julian Arnold , Frank Schäfer , Alan Edelman , Christoph Bruder

In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…

Data Structures and Algorithms · Computer Science 2013-05-02 Mohit Singh , Nisheeth K. Vishnoi