English
Related papers

Related papers: Using Entropy-Based Methods to Study General Const…

200 papers

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

In the Entropic Dynamics framework the dynamics is driven by maximizing entropy subject to appropriate constraints. In this work we bring Entropic Dynamics one step closer to full equivalence with quantum theory by identifying constraints…

Quantum Physics · Physics 2018-06-19 Nicholas Carrara , Ariel Caticha

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

Econophysics, is based on the premise that some ideas and methods from physics can be applied to economic situations. We intend to show in this paper how a physics concept such as entropy can be applied to an economic problem. In so doing,…

Statistical Finance · Quantitative Finance 2016-09-08 Adom Giffin

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

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

It has been known for some years that entanglement entropy obtained from partial trace does not provide the correct entanglement measure when applied to systems of identical particles. Several criteria have been proposed that have the…

High Energy Physics - Theory · Physics 2013-03-05 A. P. Balachandran , T. R. Govindarajan , Amilcar R. de Queiroz , A. F. Reyes-Lega

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

Statistics Theory · Mathematics 2023-05-18 Alberto González-Sanz , Shayan Hundrieser

Standard variational methods tend to obtain upper bounds on the ground state energy of quantum many-body systems. Here we study a complementary method that determines lower bounds on the ground state energy in a systematic fashion, scales…

Quantum Physics · Physics 2015-05-28 Tillmann Baumgratz , Martin B. Plenio

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Contraction analysis considers the distance between two adjacent trajectories. If this distance is contracting, then trajectories have the same long-term behavior. The main advantage of this analysis is that it is independent of the…

Dynamical Systems · Mathematics 2022-03-04 Peter Giesl , Sigurdur Hafstein , Christoph Kawan

We develop a short-step interior point method to optimize a linear function over a convex body assuming that one only knows a membership oracle for this body. The approach is based on Abernethy and Hazan's sketch of a universal interior…

Optimization and Control · Mathematics 2018-11-20 Riley Badenbroek , Etienne de Klerk

We present a method of automatically synthesizing steps to solve search problems. Given a specification of a search problem, our approach uses symbolic execution to analyze the specification in order to extract a set of constraints which…

Logic in Computer Science · Computer Science 2020-09-24 Mara Downing , Abtin Molavi , Lucas Bang

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Machine Learning · Statistics 2018-08-06 Zi Wang , Stefanie Jegelka

We identify generic protocols achieving optimal power extraction from a single active particle subject to continuous feedback control under the assumption that its spatial trajectory, but not its instantaneous self-propulsion force, is…

Statistical Mechanics · Physics 2023-11-08 Luca Cocconi , Jacob Knight , Connor Roberts

Hierarchical beam search in mmWave communications incurs substantial training overhead, necessitating deep learning-enabled beam predictions to effectively leverage channel priors and mitigate this overhead. In this study, we introduce a…

Information Theory · Computer Science 2024-01-04 Fan Meng , Cheng Zhang , Yongming Huang , Zhilei Zhang , Xiaoyu Bai , Zhaohua Lu

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

Optimization and Control · Mathematics 2015-10-27 Pablo Pedregal