English
Related papers

Related papers: Typical reconstruction limit and phase transition …

200 papers

The current research on credit risk is primarily focused on modeling default probabilities. Recovery rates are often treated as an afterthought; they are modeled independently, in many cases they are even assumed constant. This is despite…

Risk Management · Quantitative Finance 2012-10-16 Rudi Schäfer , Alexander F. R. Koivusalo

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

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

Event reconstruction is a central step in many particle physics experiments, turning detector observables into parameter estimates; for example estimating the energy of an interaction given the sensor readout of a detector. A corresponding…

High Energy Physics - Experiment · Physics 2023-01-11 Philipp Eller , Aaron Fienberg , Jan Weldert , Garrett Wendel , Sebastian Böser , D. F. Cowen

We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the…

Machine Learning · Computer Science 2024-02-13 Tony Tohme , Mohsen Sadr , Kamal Youcef-Toumi , Nicolas G. Hadjiconstantinou

We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum…

Machine Learning · Statistics 2013-08-27 Zhao Song , Aleksandar Dogandzic

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

The stochastic dynamics of biochemical reaction networks can be accurately described by discrete-state Markov processes where each chemical reaction corresponds to a state transition of the process. Due to the largeness problem of the state…

Numerical Analysis · Mathematics 2015-10-01 Alexander Andreychenko , Linar Mikeev , Verena Wolf

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

Inverse design of metasurfaces for specific electromagnetic responses requires generating geometries that satisfy stringent spectral constraints while maintaining manufacturability. Conventional design methodologies rely on iterative…

Computer Vision and Pattern Recognition · Computer Science 2026-05-20 Vineetha Joy , Jamshed Palai , Satwik Sahoo , Anshuman Kumar , Amit Sethi , Hema Singh

The phase field model is a widely used mathematical approach for describing crack propagation in continuum damage fractures. In the context of phase field fracture simulations, adaptive finite element methods (AFEM) are often employed to…

Numerical Analysis · Mathematics 2025-05-30 Tian Tian , Chen Chunyu , He Liang , Wei Huayi

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

A signal recovery scheme is developed for linear observation systems based on expectation consistent (EC) mean field approximation. Approximate message passing (AMP) is known to be consistent with the results obtained using the replica…

Information Theory · Computer Science 2014-07-08 Yoshiyuki Kabashima , Mikko Vehkapera

Probability estimation by maximum entropy reconstruction of an initial relative frequency estimate from its projection onto a hypergraph model of the approximate conditional independence relations exhibited by it is investigated. The…

Artificial Intelligence · Computer Science 2013-04-05 Michael Pittarelli

We demonstrate a multi-beam scanning transmission electron microscopy (STEM) imaging that integrates down-sampling with super-resolution image reconstruction via a compressive sensing framework. A custom condenser aperture with six randomly…

Instrumentation and Detectors · Physics 2026-03-19 Akira Yasuhara , Takumi Sannomiya , Ryoichi Horisaki

The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…

Information Theory · Computer Science 2015-04-14 Badong Chen , Guangmin Wang , Nanning Zheng , Jose C. Principe

In this paper, we presented an efficient algorithm to implement the regularization reconstruction of SPECT. Image reconstruction with priori assumptions is usually modeled as a constrained optimization problem. However, there is no…

Optimization and Control · Mathematics 2013-06-07 Shousheng Luo , Tie Zhou

Maximum Entropy (MaxEnt) reinforcement learning is a powerful learning paradigm which seeks to maximize return under entropy regularization. However, action entropy does not necessarily coincide with state entropy, e.g., when multiple…

Machine Learning · Computer Science 2021-07-27 Nir Baram , Guy Tennenholtz , Shie Mannor

Transferring knowledge from one neural network to another has been shown to be helpful for learning tasks with few training examples. Prevailing fine-tuning methods could potentially contaminate pre-trained features by comparably high…

Machine Learning · Computer Science 2019-07-15 Farshid Varno , Behrouz Haji Soleimani , Marzie Saghayi , Lisa Di Jorio , Stan Matwin

Positron emission tomography (PET) is an important functional medical imaging technique often used in the evaluation of certain brain disorders, whose reconstruction problem is ill-posed. The vast majority of reconstruction methods in PET…

Image and Video Processing · Electrical Eng. & Systems 2023-06-09 Tin Vlašić , Tomislav Matulić , Damir Seršić