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A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Statistical Mechanics · Physics 2025-02-20 O. K. Kazemi , S. M. Taheri

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

Denoising Diffusion Probabilistic Model (DDPM) is able to make flexible conditional image generation from prior noise to real data, by introducing an independent noise-aware classifier to provide conditional gradient guidance at each time…

Computer Vision and Pattern Recognition · Computer Science 2022-09-21 Shengming Li , Guangcong Zheng , Hui Wang , Taiping Yao , Yang Chen , Shoudong Ding , Xi Li

We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…

Quantum Physics · Physics 2025-10-27 James Tian

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method is a generalization of the legacy work with Shannon entropy, which…

Optimization and Control · Mathematics 2024-09-18 Yuichiro Aoyama , Evangelos A. Theodorou

One of the few accepted dynamical foundations of non-additive "non-extensive") statistical mechanics is that the choice of the appropriate entropy functional describing a system with many degrees of freedom should reflect the rate of growth…

Statistical Mechanics · Physics 2017-09-22 Nikolaos Kalogeropoulos

In this paper, we are concerned with estimating the joint probability of random variables $X$ and $Y$, given $N$ independent observation blocks $(\boldsymbol{x}^i,\boldsymbol{y}^i)$, $i=1,\ldots,N$, each of $M$ samples…

Machine Learning · Statistics 2024-02-14 Florian Beier , Hancheng Bi , Clément Sarrazin , Bernhard Schmitzer , Gabriele Steidl

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

In this work we prove sufficient conditions for the Glauber dynamics corresponding to a sequence of (non-product) measures on finite product spaces to be rapidly mixing, i.e. that the mixing time with respect to the total variation distance…

Probability · Mathematics 2019-02-27 Arthur Sinulis

We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and…

Statistical Mechanics · Physics 2015-06-24 S. S. Melnik , O. V. Usatenko

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

One of the major goals of the field of Milky Way dynamics is to recover the gravitational potential field. Mapping the potential would allow us to determine the spatial distribution of matter - both baryonic and dark - throughout the…

Astrophysics of Galaxies · Physics 2020-11-11 Gregory M. Green , Yuan-Sen Ting

A method has been found to analyze Edwards' granular contact force probability functional for a special case. As a result, the granular contact force probability density functions are obtained from first principles for this case. The…

Statistical Mechanics · Physics 2009-11-10 Philip Metzger

A two parameter generalization of Boltzmann-Gibbs-Shannon entropy based on natural logarithm is introduced. The generalization of the Shannon-Kinchinn axioms corresponding to the two parameter entropy is proposed and verified. We present…

Statistical Mechanics · Physics 2013-03-08 R. Chandrashekar , C. Ravikumar , J. Segar

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation--Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point…

Methodology · Statistics 2011-08-01 Jo Bovy , David W. Hogg , Sam T. Roweis

Assume that we would like to estimate the expected value of a function $F$ with respect to an intractable density $\pi$, which is specified up to some unknown normalising constant. We prove that if $\pi$ is close enough under KL divergence…

Statistics Theory · Mathematics 2024-10-17 Siran Liu , Petros Dellaportas , Michalis K. Titsias