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MaxEnt inference algorithm and information theory are relevant for the time evolution of macroscopic systems considered as problem of incomplete information. Two different MaxEnt approaches are introduced in this work, both applied to…

Statistical Mechanics · Physics 2012-02-21 Domagoj Kuic , Pasko Zupanovic , Davor Juretic

The aim of this paper is to explore and develop advanced spatial Bayesian assessment methods and techniques for land use modeling. The paper provides a comprehensive guide for assessing additional informational entropy value of model…

Methodology · Statistics 2008-06-17 Kostas Alexandridis , Bryan C. Pijanowski

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

We demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric…

Methodology · Statistics 2007-10-17 Adom Giffin

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

Any organism is embedded in an environment that changes over time. The timescale for and statistics of environmental change, the precision with which the organism can detect its environment, and the costs and benefits of particular protein…

Quantitative Methods · Quantitative Biology 2023-07-19 David A. Sivak , Matt Thomson

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach…

Statistical Mechanics · Physics 2015-03-18 Sumiyoshi Abe

A classical longstanding open problem in statistics is finding an explicit expression for the probability measure which maximizes entropy with respect to given constraints. In this paper a solution to this problem is found, using…

Combinatorics · Mathematics 2023-03-14 Tomer M. Schlank , Ran J. Tessler , Amitai Netser Zernik

The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…

Populations and Evolution · Quantitative Biology 2012-02-29 Michael Raghib , Nicholas A. Hill , Ulf Dieckmann

The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…

Data Analysis, Statistics and Probability · Physics 2015-09-16 Justin B. Kinney

A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified…

Data Analysis, Statistics and Probability · Physics 2007-09-12 Robert Kariotis

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

There is a random variable (X) with a determined outcome (i.e., X = x0), p(x0) = 1. Consider x0 to have a discrete uniform distribution over the integer interval [1, s], where the size of the sample space (s) = 1, in the initial state, such…

Statistical Finance · Quantitative Finance 2021-06-01 Laurence F Lacey

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

Every interaction of a living organism with its environment involves the placement of a bet. Armed with partial knowledge about a stochastic world, the organism must decide its next step or near-term strategy, an act that implicitly or…

Populations and Evolution · Quantitative Biology 2023-05-30 Philipp Fleig , Vijay Balasubramanian

Many classification models produce a probability distribution as the outcome of a prediction. This information is generally compressed down to the single class with the highest associated probability. In this paper, we argue that part of…

Machine Learning · Statistics 2021-03-30 Gabriele N. Tornetta

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…

Applications · Statistics 2025-05-08 Douglas E. Johnston

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

Methodology · Statistics 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured,…

Data Analysis, Statistics and Probability · Physics 2009-12-07 Brendon J. Brewer , Matthew J. Francis