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In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These…

Methodology · Statistics 2022-10-26 Roland A. Matsouaka , Yunji Zhou

English words and the outputs of many other natural processes are well-known to follow a Zipf distribution. Yet this thoroughly-established property has never been shown to help compress or predict these important processes. We show that…

Information Theory · Computer Science 2015-05-04 Moein Falahatgar , Ashkan Jafarpour , Alon Orlitsky , Venkatadheeraj Pichapati , Ananda Theertha Suresh

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

We obtain bounds on fluctuations of two entropy estimators for a class of one-dimensional Gibbs measures on the full shift. They are the consequence of a general exponential inequality for Lipschitz functions of n variables. The first…

Dynamical Systems · Mathematics 2015-05-27 J. -R. Chazottes , C. Maldonado

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

Understanding the innovation process, that is the underlying mechanisms through which novelties emerge, diffuse and trigger further novelties is undoubtedly of fundamental importance in many areas (biology, linguistics, social science and…

Physics and Society · Physics 2021-10-29 Giacomo Aletti , Irene Crimaldi

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…

The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…

Statistical Mechanics · Physics 2015-05-19 E. V. Vakarin , J. P. Badiali

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian

A physical law is represented by the probability distribution of a measured variable. The probability density is described by measured data using an estimator whose kernel is the instrument scattering function. The experimental information…

Data Analysis, Statistics and Probability · Physics 2015-05-13 I. Grabec

The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…

Statistical Mechanics · Physics 2009-11-10 Sumiyoshi Abe , G. Kaniadakis , A. M. Scarfone

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

We propose an error analysis in weak norms of a shock capturing finite element method for the Burgers' equation. The estimates can be related to estimates of certain filtered quantities and are robust in the inviscid limit. Using a total…

Numerical Analysis · Mathematics 2014-05-09 Erik Burman

Background: Zipf's law and Heaps' law are observed in disparate complex systems. Of particular interests, these two laws often appear together. Many theoretical models and analyses are performed to understand their co-occurrence in real…

Data Analysis, Statistics and Probability · Physics 2010-12-20 Linyuan Lu , Zi-Ke Zhang , Tao Zhou

When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…

Statistical Mechanics · Physics 2019-09-23 M. E. J. Newman

Why does Zipf's law give a good description of data from seemingly completely unrelated phenomena? Here it is argued that the reason is that they can all be described as outcomes of a ubiquitous random group division: the elements can be…

Physics and Society · Physics 2015-03-19 Seung Ki Baek , Sebastian Bernhardsson , Petter Minnhagen

The Chapter starts with introductory information about quantitative linguistics notions, like rank--frequency dependence, Zipf's law, frequency spectra, etc. Similarities in distributions of words in texts with level occupation in quantum…

Data Analysis, Statistics and Probability · Physics 2024-01-04 Andrij Rovenchak