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Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…

Numerical Analysis · Mathematics 2022-12-28 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

Data-driven decision-making is performed by solving a parameterized optimization problem, and the optimal decision is given by an optimal solution for unknown true parameters. We often need a solution that satisfies true constraints even…

Optimization and Control · Mathematics 2020-03-03 Akihiro Yabe , Takanori Maehara

Stochastic Optimal Control provides a unified mathematical framework for solving complex decision-making problems, encompassing paradigms such as maximum entropy reinforcement learning(RL) and imitation learning(IL). However, conventional…

Machine Learning · Computer Science 2026-02-23 Hang Liu , Sangli Teng , Maani Ghaffari

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in…

Statistical Mechanics · Physics 2015-06-25 R. Pastor-Satorras , J. Wagensberg

We present EntropyDB, an interactive data exploration system that uses a probabilistic approach to generate a small, query-able summary of a dataset. Departing from traditional summarization techniques, we use the Principle of Maximum…

Databases · Computer Science 2019-11-13 Laurel Orr , Magdalena Balazinska , Dan Suciu

In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…

Computation · Statistics 2019-06-18 Antonio Calcagnì , Livio Finos , Gianmarco Altoè , Massimiliano Pastore

An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…

Computational Physics · Physics 2018-08-15 D. Kidd , A. S. Umar , K. Varga

The entropy of the random walk on the discrete contable group could be used for comparison of the system of the generators. Fundamental inequality between growth, entropy and escape gives the possibility to define "the best" system of the…

Probability · Mathematics 2014-11-18 Anatoly M. Vershik

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…

Methodology · Statistics 2019-02-14 Henry Lam , Huajie Qian

The finite basis optimized effective potential (OEP) method within density functional theory is examined as an ill-posed problem. It is shown that the generation of nonphysical potentials is a controllable manifestation of the use of…

Materials Science · Physics 2009-11-11 Tim Heaton-Burgess , Felipe A. Bulat , Weitao Yang

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…

Numerical Analysis · Mathematics 2020-03-02 A. Goeßmann , M. Götte , I. Roth , R. Sweke , G. Kutyniok , J. Eisert

Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…

Artificial Intelligence · Computer Science 2013-03-08 William B. Poland , Ross D. Shachter

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng
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