Related papers: Maximum Probability and Maximum Entropy methods: B…
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…
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…
Inferring the input parameters of simulators from observations is a crucial challenge with applications from epidemiology to molecular dynamics. Here we show a simple approach in the regime of sparse data and approximately correct models,…
The Maximum Entropy Reinforcement Learning (MaxEnt RL) framework is a leading approach for achieving efficient learning and robust performance across many RL tasks. However, MaxEnt methods have also been shown to struggle with…
It is known that the Maximum relative Entropy (MrE) method can be used to both update and approximate probability distributions functions in statistical inference problems. In this manuscript, we apply the MrE method to infer magnetic…
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…
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…
Concept of exponential family is generalized by simple and general exponential form. Simple and general potential are introduced. Maximum Entropy and Maximum Likelihood tasks are defined. ML task on the simple exponential form and ME task…
We explore past and recent developments in rare-event probability estimation with a particular focus on a novel Monte Carlo technique Empirical Likelihood Maximization (ELM). This is a versatile method that involves sampling from a sequence…
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…
The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production…
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…
The Principle of Insufficient Reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The Maximum Entropy Principle (MaxEnt) generalizes PIR to the case…
Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…
The maximum-likelihood method for quantum estimation is reviewed and applied to the reconstruction of density matrix of spin and radiation as well as to the determination of several parameters of interest in quantum optics.
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…
During the MaxEnt 2002 workshop in Moscow, Idaho, Tony Vignaux asked again a few simple questions about using Maximum Entropy or Bayesian approaches for the famous Dice problems which have been analyzed many times through this workshop and…
Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…
EGRET data are usually analysed on the basis of the Maximum-Likelihood method \cite{ma96} in a search for point sources in excess to a model for the background radiation (e.g. \cite{hu97}). This method depends strongly on the quality of the…