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We show that a simple geometric result suffices to derive the form of the optimal solution in a large class of finite and infinite-dimensional maximum entropy problems concerning probability distributions, spectral densities and covariance…

Optimization and Control · Mathematics 2012-12-24 Michele Pavon , Augusto Ferrante

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

Intrinsic computation refers to how dynamical systems store, structure, and transform historical and spatial information. By graphing a measure of structural complexity against a measure of randomness, complexity-entropy diagrams display…

Chaotic Dynamics · Physics 2009-11-13 David P. Feldman , Carl S. McTague , James P. Crutchfield

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Nick S. Jones

The Mapper algorithm is a fundamental tool in exploratory topological data analysis for identifying connectivity and topological clustering in data. Derived from the nerve construction, Mapper graphs can contain additional information about…

Computational Geometry · Computer Science 2025-09-30 Halley Fritze

This paper deals with the problem of building fast and reliable 3D reconstruction methods for blood flows for which partial information is given by Doppler ultrasound measurements. This task is of interest in medicine since it could enrich…

Numerical Analysis · Mathematics 2020-11-05 Felipe Galarce , Jean-Frédéric Gerbeau , Damiano Lombardi , Olga Mula

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

This paper deals with the estimation of a sequence of frequencies from a corresponding sequence of signals. This problem arises in fields such as Doppler imaging where its specificity is twofold. First, only short noisy data records are…

Applications · Statistics 2015-05-14 J. -F. Giovannelli , J. Idier , R. Boubertakh , A. Herment

Multithreshold Entropy Linear Classifier (MELC) is a density based model which searches for a linear projection maximizing the Cauchy-Schwarz Divergence of dataset kernel density estimation. Despite its good empirical results, one of its…

Machine Learning · Computer Science 2015-04-21 Rafal Jozefowicz , Wojciech Marian Czarnecki

Trajectory optimizers for model-based reinforcement learning, such as the Cross-Entropy Method (CEM), can yield compelling results even in high-dimensional control tasks and sparse-reward environments. However, their sampling inefficiency…

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

Topological entropy is a measure of complex dynamics. In this regard, multimodal maps play an important role when it comes to study low-dimensional chaotic dynamics or explain some features of higher dimensional complex dynamics with…

Dynamical Systems · Mathematics 2013-10-31 Jose M. Amigo , Angel Gimenez

The mutual orbital alignment in multiple planetary systems is an important parameter for understanding their formation. There are a number of elaborate techniques to determine the alignment parameters using photometric or spectroscopic…

Earth and Planetary Astrophysics · Physics 2021-12-29 Holger M. Müller , Panagiotis Ioannidis , Jürgen H. M. M. Schmitt

Motivated by the problem of compressing point sets into as few bits as possible while maintaining information about approximate distances between points, we construct random nonlinear maps $\varphi_\ell$ that compress point sets in the…

Computational Geometry · Computer Science 2024-03-05 Brett Leroux , Luis Rademacher

A solidification model based on the principle of maximum entropy production rate (MEPR) is considered for the study of pure metals. The approach leads to the development of a breakdown criterion which is able to account for the…

Materials Science · Physics 2017-03-17 Yaw Delali Bensah

The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…

Soft Condensed Matter · Physics 2009-10-31 Paolo Allegrini , Jack F. Douglas , Sharon C. Glotzer

We establish a sharp estimate for a minimal number of binary digits (bits) needed to represent all bounded total generalized variation functions taking values in a general totally bounded metric space $(E,\rho)$ up to an accuracy of…

Functional Analysis · Mathematics 2020-11-19 Rossana Capuani , Prerona Dutta , Khai T. Nguyen

Modern N-body techniques for planetary dynamics are generally based on symplectic algorithms specially adapted to the Kepler problem. These methods have proven very useful in studying planet formation, but typically require the timestep for…

Astrophysics · Physics 2009-11-13 D. S. McNeil , R. P. Nelson

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

Computation · Statistics 2009-02-03 Tewfik Kernane , Zohrh A. Raizah