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In the works on Statistical Mechanics and Statistical Physics, when deriving the distribution of particles of ideal gases, one uses the method of Lagrange multipliers in a formal way. In this paper we treat rigorously this problem for…

Mathematical Physics · Physics 2016-01-12 Constantin Zalinescu

We describe a maximum entropy approach for computing volumes and counting integer points in polyhedra. To estimate the number of points from a particular set X in R^n in a polyhedron P in R^n, by solving a certain entropy maximization…

Combinatorics · Mathematics 2009-07-15 Alexander Barvinok , John Hartigan

Based on a characterization of the optimality of a feasible solution of a convex entropy minimization problem, one shows that the feasible solutions obtained using formally the Lagrange multipliers method are optimal.

Optimization and Control · Mathematics 2017-08-29 Constantin Zalinescu

This note is a geometric commentary on maximum-entropy proofs. Its purpose is to illustrate the geometric structures involved in such proofs, to explain more in detail why the maximization of the entropy can be turned into the minimization…

Popular Physics · Physics 2017-07-04 P. G. L. Porta Mana

We investigate the problem of synthesizing optimal control policies for Markov decision processes (MDPs) with both qualitative and quantitative objectives. Specifically, our goal is to achieve a given linear temporal logic (LTL) task with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yu Chen , Shaoyuan Li , Xiang Yin

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

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

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

The phase space flow of a dynamical system leading to the solution of Linear Programming (LP) problems is explored as an example of complexity analysis in an analog computation framework. An ensemble of LP problems with $n$ variables and…

Statistical Mechanics · Physics 2009-11-07 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

In this paper we propose a method that uses Lagrange multipliers and numerical algebraic geometry to find all critical points, and therefore globally solve, polynomial optimization problems. We design a polyhedral homotopy algorithm that…

Optimization and Control · Mathematics 2023-02-10 Julia Lindberg , Leonid Monin , Kemal Rose

A numerical code is described for constructing Doppler maps from the orbital variation of line profiles of (mass transfering) binaries. It uses an algorithm related to Richardson-Lucy iteration, and is much faster than the standard…

Astrophysics · Physics 2007-05-23 H. C. Spruit

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Agostina Larrazabal , Cesar Martinez , Jose Dolz , Enzo Ferrante

Lagrangian relaxation stands among the most efficient approaches for solving a Mixed Integer Linear Programs (MILP) with difficult constraints. Given any duals for these constraints, called Lagrangian Multipliers (LMs), it returns a bound…

Machine Learning · Computer Science 2024-10-21 Francesco Demelas , Joseph Le Roux , Mathieu Lacroix , Axel Parmentier

Molecular dynamics (MD) simulations allow investigating the structural dynamics of biomolecular systems with unrivaled time and space resolution. However, in order to compensate for the inaccuracies of the utilized empirical force fields,…

Computational Physics · Physics 2018-02-12 Andrea Cesari , Sabine Reißer , Giovanni Bussi

In Monte Carlo simulation, lattice field theory with a $\theta$ term suffers from the sign problem. This problem can be circumvented by Fourier-transforming the topological charge distribution $P(Q)$. Although this strategy works well for…

High Energy Physics - Lattice · Physics 2016-09-01 M. Imachi , Y. Shinno , H. Yoneyama

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

The Principle of Maximum Entropy, a powerful and general method for inferring the distribution function given a set of constraints, is applied to deduce the overall distribution of 3D plasmoids (flux ropes/tubes) for systems where resistive…

High Energy Astrophysical Phenomena · Physics 2018-01-22 Manasvi Lingam , Luca Comisso

We establish upper and lower bounds for the metric entropy and bracketing entropy of the class of $d$-dimensional bounded monotonic functions under $L^p$ norms. It is interesting to see that both the metric entropy and bracketing entropy…

Statistics Theory · Mathematics 2007-06-13 Fuchang Gao , Jon A. Wellner

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…

Information Retrieval · Computer Science 2012-07-19 Lawrence Zitnick , Takeo Kanade