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Related papers: MaxEnt Queries and Sequential Sampling

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We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

This paper deals with parameter estimation from extreme measurements. While being a special case of parameter estimation from partial data, in scenarios where only one sample from a given set of K measurements can be extracted, choosing…

Signal Processing · Electrical Eng. & Systems 2018-09-25 Jonatan Ostrometzky , Hagit Messer

We consider the problem of making a set of states invariant for a network of controlled systems. We assume that the subsystems, initially uncoupled, must be interconnected through controllers to be designed with a constraint on the data…

Optimization and Control · Mathematics 2014-09-23 Christoph Kawan , Jean-Charles Delvenne

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 consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…

Machine Learning · Computer Science 2013-01-30 Katy S. Azoury , Manfred K. Warmuth

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

Mathematical Physics · Physics 2012-08-27 M. Grendar, , M. Grendar

In many applications, from sensor to social networks, gene regulatory networks or big data, observations can be represented as a signal defined over the vertices of a graph. Building on the recently introduced Graph Fourier Transform, the…

Information Theory · Computer Science 2015-12-03 Mikhail Tsitsvero , Sergio Barbarossa , Paolo Di Lorenzo

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards

When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…

Quantitative Methods · Quantitative Biology 2025-05-06 David P. Carcamo , Nicholas J. Weaver , Purushottam D. Dixit , Christopher W. Lynn

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

We explore a supervised machine learning approach to estimate the entanglement entropy of multi-qubit systems from few experimental samples. We put a particular focus on estimating both aleatoric and epistemic uncertainty of the network's…

Quantum Physics · Physics 2024-01-04 Maximilian Rieger , Moritz Reh , Martin Gärttner

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

Simplified mechanistic models in ecology have been criticized for the fact that a good fit to data does not imply the mechanism is true: pattern does not equal process. In parallel, the maximum entropy principle (MaxEnt) has been applied in…

Populations and Evolution · Quantitative Biology 2017-05-02 James P. O'Dwyer , Andrew Rominger , Xiao Xiao

We study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data from imaginary times to real frequencies. The total error is divided in a statistical error, due to the noise in the input data, and a systematic…

Data Analysis, Statistics and Probability · Physics 2010-11-16 O. Gunnarsson , M. W. Haverkort , G. Sangiovanni

The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…

Optimization and Control · Mathematics 2020-02-03 Zhongzhu Chen , Marcia Fampa , Amélie Lambert , Jon Lee

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness