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Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

Mathematical Physics · Physics 2012-08-27 M. Grendar, , M. Grendar

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

We formulate extensions to Data Driven Computing for both distance minimizing and entropy maximizing schemes to incorporate time integration. Previous works focused on formulating both types of solvers in the presence of static equilibrium…

Computational Physics · Physics 2017-06-14 Trenton Kirchdoerfer , Michael Ortiz

Econophysics, is based on the premise that some ideas and methods from physics can be applied to economic situations. We intend to show in this paper how a physics concept such as entropy can be applied to an economic problem. In so doing,…

Statistical Finance · Quantitative Finance 2016-09-08 Adom Giffin

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…

Methodology · Statistics 2021-06-17 Sai K. Popuri , Nagaraj K. Neerchal , Amita Mehta , Ahmad Mousavi

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…

Machine Learning · Computer Science 2013-02-26 Ting Hu , Jun Fan , Qiang Wu , Ding-Xuan Zhou

Inferring the means in the multivariate normal model $X \sim N_n(\theta, I)$ with unknown mean vector $\theta=(\theta_1,...,\theta_n)' \in \mathbb{R}^n$ and observed data $X=(X_1,...,X_n)'\in {\mathbb R}^n$ is a challenging task, known as…

Methodology · Statistics 2023-06-21 Chuanhai Liu

We make remarks on the Maximum Entropy Method (MEM) for studies of the spectral function of hadronic correlators in finite temperature lattice QCD. We discuss the virtues and subtlety of MEM in the cases that one does not have enough number…

High Energy Physics - Lattice · Physics 2007-05-23 Takashi Umeda , Hideo Matsufuru

We point out a limitation of the mutual information neural estimation (MINE) where the network fails to learn at the initial training phase, leading to slow convergence in the number of training iterations. To solve this problem, we propose…

Information Theory · Computer Science 2019-06-03 Chung Chan , Ali Al-Bashabsheh , Hing Pang Huang , Michael Lim , Da Sun Handason Tam , Chao Zhao

Machine learning models must continuously self-adjust themselves for novel data distribution in the open world. As the predominant principle, entropy minimization (EM) has been proven to be a simple yet effective cornerstone in existing…

Machine Learning · Statistics 2024-10-16 Qingyang Zhang , Yatao Bian , Xinke Kong , Peilin Zhao , Changqing Zhang

We have developed a C++ implementation of the Maximum Entropy Method (MEM) suitable for deconvolving VLBI polarisation data. The first results of this implementation are presented and compared with CLEAN-based deconvolutions of the same…

Astrophysics of Galaxies · Physics 2013-07-26 Colm P. Coughlan , Denise C. Gabzuda

Many approaches in the field of machine learning and data analysis rely on the assumption that the observed data lies on lower-dimensional manifolds. This assumption has been verified empirically for many real data sets. To make use of this…

Machine Learning · Computer Science 2022-09-27 Erik Thordsen , Erich Schubert

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

Exploration is critical for solving real-world decision-making problems such as scientific discovery, where the objective is to generate truly novel designs rather than mimic existing data distributions. In this work, we address the…

Machine Learning · Computer Science 2025-06-19 Riccardo De Santi , Marin Vlastelica , Ya-Ping Hsieh , Zebang Shen , Niao He , Andreas Krause

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

Statistics Theory · Mathematics 2026-03-10 Somnath Mandal , Lakshmi Kanta Patra

We present the mixture-of-parents maximum entropy Markov model (MoP-MEMM), a class of directed graphical models extending MEMMs. The MoP-MEMM allows tractable incorporation of long-range dependencies between nodes by restricting the…

Machine Learning · Computer Science 2012-06-26 David S. Rosenberg , Dan Klein , Ben Taskar

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

Machine Learning · Computer Science 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis