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Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

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

Here we present an application of two maxentropic procedures to determine the probability density distribution of compound sums of random variables, using only a finite number of empirically determined fractional moments. The two methods…

Risk Management · Quantitative Finance 2014-11-25 Erika Gomes-Gonçalves , Henryk Gzyl , Silvia Mayoral

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

In this work we develop on the recently suggested concept of superstatistics [C. Beck and E.G.D. Cohen, Physica A {\bf 322}, 267 (2003)], face the problem of devising a viable way for estimating the correct statistics for a system in…

Statistical Mechanics · Physics 2007-05-23 F. Sattin

Liquid state entropy formulas based on configurational probability distributions are examined for Lennard-Jones fluids across a range temperatures and densities. These formulas are based on expansions of the entropy in series of $n$-body…

Statistical Mechanics · Physics 2023-12-19 Yang Huang , Michael Widom

This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in…

Data Analysis, Statistics and Probability · Physics 2021-08-04 Ariel Caticha

The classical Maximum-Entropy Principle (MEP) based on Shannon entropy is widely used to construct least-biased probability distributions from partial information. However, the Shore-Johnson axioms that single out the Shannon functional…

Methodology · Statistics 2025-11-03 Giuseppe M. Ferro , Edwin T. Pos , Andrea Somazzi

This review describes recent advances by the authors and others on the topic of incorporating experimental data into molecular simulations through maximum entropy methods. Methods which incorporate experimental data improve accuracy in…

Chemical Physics · Physics 2019-05-15 Dilnoza B. Amirkulova , Andrew D. White

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

The maximal entropy moment method (MEM) is systematic solution of the challenging problem: generating extended hydrodynamic equations valid for both dense and rarefied gases. However, simulating MEM suffers from a computational expensive…

Fluid Dynamics · Physics 2024-02-21 Candi Zheng , Wang Yang , Shiyi Chen

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

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

The stochastic nature of chemical reactions involving randomly fluctuating population sizes has lead to a growing research interest in discrete-state stochastic models and their analysis. A widely-used approach is the description of the…

Quantitative Methods · Quantitative Biology 2015-10-01 Alexander Andreychenko , Luca Bortolussi , Ramon Grima , Philipp Thomas , Verena Wolf

A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified…

Data Analysis, Statistics and Probability · Physics 2007-09-12 Robert Kariotis

The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…

Information Theory · Computer Science 2015-04-14 Badong Chen , Guangmin Wang , Nanning Zheng , Jose C. Principe

The Maximum Entropy Principle (MEP) is a method that can be used to infer the value of an unknown quantity in a set of probability functions. In this work we review two applications of MEP: one giving a precise inference of the Higgs boson…

High Energy Physics - Phenomenology · Physics 2017-11-02 Alexandre Alves , Alex G. Dias , Roberto da Silva

Using the recently developed ``Maximum Entropy'' (or ``least biased'') distribution function to truncate the moment hierarchy arising from kinetic theory, we formulate a far-from-equilibrium macroscopic theory that provides the possibility…

High Energy Physics - Phenomenology · Physics 2023-08-03 Chandrodoy Chattopadhyay , Ulrich Heinz , Thomas Schaefer