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We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…

Statistical Mechanics · Physics 2016-02-15 Gabriele Martelloni , Gianluca Martelloni , Pierre de Buyl , Duccio Fanelli

Homophily -- the tendency of individuals to interact with similar others -- shapes how networks form and function. Yet existing approaches typically collapse homophily to a single scale, either one parameter for the whole network or one per…

Physics and Society · Physics 2025-12-16 Abbas K. Rizi , Riccardo Michielan , Clara Stegehuis , Mikko Kivelä

Inspired by applications to theories of coding and communication in networks of nervous tissue, we study maximum entropy distributions on weighted graphs with a given expected degree sequence. These distributions are characterized by…

Statistics Theory · Mathematics 2018-12-18 Christopher Hillar , Andre Wibisono

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. Here we present the analytical form of entropy which --under the maximum entropy…

Statistical Mechanics · Physics 2008-04-23 Stefan Thurner , Rudolf Hanel

Even though power-law or close-to-power-law degree distributions are ubiquitously observed in a great variety of large real networks, the mathematically satisfactory treatment of random power-law graphs satisfying basic statistical…

Probability · Mathematics 2023-11-09 Pim van der Hoorn , Gabor Lippner , Dmitri Krioukov

Random walks are fundamental tools for analyzing complex networked systems, including social networks, biological systems, and communication infrastructures. While classical random walks focus on pairwise interactions, many real-world…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Anqi Dong , Anzhi Sheng , Xin Mao , Can Chen

We present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar

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

The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant calculations. This work addresses this challenge by performing…

Numerical Analysis · Mathematics 2025-01-30 Nan Sheng , Xun Tang , Haoxuan Chen , Lexing Ying

Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the $\beta$-model to weighted graphs. Similar to the $\beta$-model, each vertex in maximum entropy models is assigned a potential parameter,…

Statistics Theory · Mathematics 2014-10-28 Ting Yan , Yunpeng Zhao , Hong Qin

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Using the recently developed ``Maximum Entropy'' (or ``least biased'') distribution function to truncate the moment hierarchy arising from kinetic theory, we formulate a far-from-equilibrium macroscopic theory that provides the possibility…

High Energy Physics - Phenomenology · Physics 2023-08-03 Chandrodoy Chattopadhyay , Ulrich Heinz , Thomas Schaefer

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

The hierarchical Dirichlet process is the cornerstone of Bayesian nonparametric multilevel models. Its generative model can be described through a set of latent variables, commonly referred to as tables within the popular restaurant…

Statistics Theory · Mathematics 2025-05-06 Marta Catalano , Claudio Del Sole

This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

The foundations of the Boltzmann-Gibbs (BG) distributions for describing equilibrium statistical mechanics of systems are examined. Broadly, they fall into: (i) probabilistic paaroaches based on the principle of equal a priori probability…

Statistical Mechanics · Physics 2009-11-10 A. K. Rajagopal , Sumiyoshi Abe