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We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

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,…

Methodology · Statistics 2022-04-06 Rainier Barrett , Mehrad Ansari , Gourab Ghoshal , Andrew D White

We provide an upper bound on the maximal entropy rate at which the entropy of the expected density operator of a given ensemble of two states changes under nonlocal unitary evolution. A large class of entropy measures in considered, which…

Mathematical Physics · Physics 2022-01-03 Anna Vershynina

The Maximum Entropy (MaxEnt) technique is applied to the derivation of the Gaussian Dispersion Plume Model as well as to more complex transport phenomena such as the one-dimensional advection equation, the one-dimensional diffusion…

Statistical Mechanics · Physics 2020-10-23 J. A. Secrest , J. M. Conroy , H. G. Miller

Stochastic hybrid systems combine continuous-time stochastic dynamics with discrete reset events, producing intrinsically non-Gaussian and often multimodal uncertainty. A consistent propagation law must also account for boundary-induced…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Kaito Iwasaki , Tejaswi K. C. , Anthony Bloch , Maani Ghaffari , Taeyoung Lee

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…

Data Analysis, Statistics and Probability · Physics 2011-05-25 Tim Rogers

The Renyi entropy with a free Renyi parameter $q$ is the most justified form of information entropy, and the Tsallis entropy may be regarded as a linear approximation to the Renyi entropy when $q\simeq 1$. When $q\to 1$, both entropies go…

Statistical Mechanics · Physics 2007-05-23 Andrei G. Bashkirov

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

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…

Machine Learning · Computer Science 2025-06-13 Ruipeng Zhang , Ya-Chien Chang , Sicun Gao

We consider an entropy-regularized version of optimal density control of deterministic discrete-time linear systems. Entropy regularization, or a maximum entropy (MaxEnt) method for optimal control has attracted much attention especially in…

Optimization and Control · Mathematics 2023-08-15 Kaito Ito , Kenji Kashima

Many potential applications of reinforcement learning (RL) require guarantees that the agent will perform well in the face of disturbances to the dynamics or reward function. In this paper, we prove theoretically that maximum entropy…

Machine Learning · Computer Science 2022-05-06 Benjamin Eysenbach , Sergey Levine

The set of solutions inferred by the generic maximum entropy (MaxEnt) or maximum relative entropy (MaxREnt) principles of Jaynes - considered as a function of the moment constraints or their conjugate Lagrangian multipliers - is endowed…

Statistical Mechanics · Physics 2017-08-23 Robert K. Niven , Bjarne Andresen

A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Statistical Mechanics · Physics 2025-02-20 O. K. Kazemi , S. M. Taheri

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

Recently there has been growing interest in the use of Maximum Relative Entropy (MaxREnt) as a tool for statistical inference in ecology. In contrast, here we propose MaxREnt as a tool for applying statistical mechanics to ecology. We use…

Populations and Evolution · Quantitative Biology 2007-12-13 Roderick C. Dewar , Annabel Porte

The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…

Statistical Mechanics · Physics 2009-11-10 A. G. Bashkirov

The maximum entropy technique (MENT) is used to determine the distribution functions of physical values. MENT naturally combines required maximum entropy, the properties of a system and connection conditions in the form of restrictions…

High Energy Physics - Experiment · Physics 2007-05-23 B. Z. Belashev , M. K. Suleymanov

Jaynes' maximum entropy (MaxEnt) principle was recently used to give a conditional, local derivation of the ``maximum entropy production'' (MEP) principle, which states that a flow system with fixed flow(s) or gradient(s) will converge to a…

Fluid Dynamics · Physics 2015-05-13 Robert K. Niven