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A maximum entropy-based framework is presented for the synthesis of projections from multiple Earth climate models. This identifies the most representative (most probable) model from a set of climate models -- as defined by specified…

Geophysics · Physics 2017-08-23 Robert K. Niven

Particle accelerators generate charged-particle beams with tailored distributions in six-dimensional position-momentum space (phase space). Knowledge of the phase space distribution enables model-based beam optimization and control. In the…

Accelerator Physics · Physics 2024-08-09 Austin Hoover , Jonathan C. Wong

In this thesis we start by providing some detail regarding how we arrived at our present understanding of probabilities and how we manipulate them - the product and addition rules by Cox. We also discuss the modern view of entropy and how…

Data Analysis, Statistics and Probability · Physics 2009-01-21 Adom Giffin

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

Designing optimal Bayes filters for nonlinear non-Gaussian systems is a challenging task. The main difficulties are: 1) representing complex beliefs, 2) handling non-Gaussian noise, and 3) marginalizing past states. To address these…

Robotics · Computer Science 2025-06-03 Sangli Teng , Harry Zhang , David Jin , Ashkan Jasour , Ram Vasudevan , Maani Ghaffari , Luca Carlone

The paper proposes a new message passing algorithm for cycle-free factor graphs. The proposed "entropy message passing" (EMP) algorithm may be viewed as sum-product message passing over the entropy semiring, which has previously appeared in…

Machine Learning · Computer Science 2016-11-18 Velimir M. Ilic , Miomir S. Stankovic , Branimir T. Todorovic

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…

Computation · Statistics 2016-02-16 Hien D Nguyen , Geoffrey J McLachlan

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

We propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic programming (QP). In these settings, the coefficients in both…

Econometrics · Economics 2017-09-27 Yu-Wei Hsieh , Xiaoxia Shi , Matthew Shum

The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems:…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…

Methodology · Statistics 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss

We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…

High Energy Physics - Phenomenology · Physics 2023-08-16 Chong Ye , Wei-Liang Qian , Rui-Hong Yue , Yogiro Hama , Takeshi Kodama

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

A MATLAB program for computing differentiation matrices for arbitrary one-dimensional meshes is presented in this manuscript. The differentiation matrices for a mesh of N arbitrarily spaced points are formed from those obtained using…

Numerical Analysis · Mathematics 2019-10-30 Miguel Pérez-Saborid

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

This paper addresses the critical challenge of estimating the reliability of an Electric Vehicle (EV) charging systems when facing risks such as overheating, unpredictable, weather, and cyberattacks. Traditional methods for predicting…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Himanshu Tripathi , Subash Neupane , Shahram Rahimi , Noorbakhsh Amiri Golilarz , Sudip Mittal , Mohammad Sepehrifar

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa