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We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

In this paper, we conduct a literature review of laws of motion based on stochastic search strategies which are mainly focused on exploring highly dynamic environments. In this regard, stochastic search strategies represent an interesting…

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

Robotics · Computer Science 2021-03-24 O. de Groot , B. Brito , L. Ferranti , D. Gavrila , J. Alonso-Mora

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

Statistical Mechanics · Physics 2023-10-24 Benjamin De Bruyne

A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

Analysis of PDEs · Mathematics 2015-06-11 Ansgar Jüngel

The Constraint Satisfaction Problem (CSP) framework offers a simple and sound basis for representing and solving simple decision problems, without uncertainty. This paper is devoted to an extension of the CSP framework enabling us to deal…

Artificial Intelligence · Computer Science 2013-02-21 Helene Fargier , Jerome Lang , Roger Martin-Clouaire , Thomas Schiex

A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…

Statistical Mechanics · Physics 2021-12-20 Ahmad Yousefi

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

Energy minimization methods are a classical tool in a multitude of computer vision applications. While they are interpretable and well-studied, their regularity assumptions are difficult to design by hand. Deep learning techniques on the…

Optimization and Control · Mathematics 2019-08-20 Jonas Geiping , Michael Moeller

Preserving biodiversity and ecosystem stability is a challenge that can be pursued through modern statistical mechanics modeling. Here we introduce a variational maximum entropy-based algorithm to evaluate the entropy in a minimal ecosystem…

Biological Physics · Physics 2018-10-17 Mattia Miotto , Lorenzo Monacelli

Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable…

Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…

Probability · Mathematics 2020-01-23 Bartłomiej Błaszczyszyn , Christian Hirsch

Taking uncertainty into account is crucial when making strategic decisions. To guard against the risk of adverse scenarios, traditional optimisation techniques incorporate uncertainty on the basis of prior knowledge on its distribution. In…

Optimization and Control · Mathematics 2022-12-06 Julien Vaes , Vassilis M. Charitopoulos

In this paper will be presented methodology of encoding information in valuations of discrete lattice with some translational invariant constrains in asymptotically optimal way. The method is based on finding statistical description of such…

Information Theory · Computer Science 2008-11-02 Jarek Duda

Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

We present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We apply information theoretic entropies of coordinate and velocity distributions in quantum mechanics for the description of the strong field ionization process. The approach is based on the properties of the entropies used in the…

Atomic Physics · Physics 2019-05-22 I. A. Ivanov , Chang Hee Nam , Kyung Taec Kim