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We propose a nonparametric estimator of multivariate joint entropy based on partitioned sample spacing (PSS). The method extends univariate spacing ideas to $\mathbb{R}^{d}$ by partitioning into localized cells and aggregating within-cell…

Statistics Theory · Mathematics 2025-12-02 Jungwoo Ho , Sangun Park , Soyeong Oh

Recent advances in geometric deep-learning introduce complex computational challenges for evaluating the distance between meshes. From a mesh model, point clouds are necessary along with a robust distance metric to assess surface quality or…

Computer Vision and Pattern Recognition · Computer Science 2021-04-30 Léo Lebrat , Rodrigo Santa Cruz , Clinton Fookes , Olivier Salvado

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…

Machine Learning · Statistics 2014-06-11 José Miguel Hernández-Lobato , Matthew W. Hoffman , Zoubin Ghahramani

Based on a factorization of an input covariance matrix, we define a mild generalization of an upper bound of Nikolov (2015) and Li and Xie (2020) for the NP-Hard constrained maximum-entropy sampling problem (CMESP). We demonstrate that this…

Optimization and Control · Mathematics 2022-07-11 Zhongzhu Chen , Marcia Fampa , Jon Lee

We develop a new methodology for model-based clustering. Optimizing the log-likelihood provides a principled statistical framework for clustering, with solutions found via the EM algorithm. However, because the log-likelihood is nonconvex,…

Methodology · Statistics 2026-05-06 Gonzalo Mena

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic.…

Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…

Numerical Analysis · Mathematics 2024-01-05 Lexing Ying

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

Given a hypergraph, influence maximization (IM) is to discover a seed set containing $k$ vertices that have the maximal influence. Although the existing vertex-based IM algorithms perform better than the hyperedge-based algorithms by…

Social and Information Networks · Computer Science 2024-06-05 Lingling Zhang , Hong Jiang , Ye Yuan , Guoren Wang

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

Recent years have seen the rise of convolutional neural network techniques in exemplar-based image synthesis. These methods often rely on the minimization of some variational formulation on the image space for which the minimizers are…

Statistics Theory · Mathematics 2019-12-05 Valentin De Bortoli , Agnes Desolneux , Alain Durmus , Bruno Galerne , Arthur Leclaire

Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…

Artificial Intelligence · Computer Science 2025-06-09 Emmanuel Anaya Gonzalez , Sairam Vaidya , Kanghee Park , Ruyi Ji , Taylor Berg-Kirkpatrick , Loris D'Antoni

Cross-Entropy Method (CEM) is commonly used for planning in model-based reinforcement learning (MBRL) where a centralized approach is typically utilized to update the sampling distribution based on only the top-$k$ operation's results on…

Machine Learning · Computer Science 2022-12-19 Zichen Zhang , Jun Jin , Martin Jagersand , Jun Luo , Dale Schuurmans

Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…

Computation · Statistics 2023-02-13 Johannes Buchner

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

There has been an emerging trend in non-Euclidean statistical analysis of aiming to recover a low dimensional structure, namely a manifold, underlying the high dimensional data. Recovering the manifold requires the noise to be of certain…

Machine Learning · Statistics 2024-06-11 Zhigang Yao , Yuqing Xia