相关论文: On Shannon-Jaynes Entropy and Fisher Information

We give a simple proof of the uncertainty principle with quantum side information, as in [Berta et al. Nature Physics 6, 659 (2010)], invoking the monotonicity of the relative entropy. Our proof shows that the entropic uncertainty principle…

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

In the analysis of any type of system, granting maximum information extraction from its data is non-trivial. Confidence in successful information extraction typically builds on prior knowledge of the studied system or on the user's…

We derive asymptotic formulas for the number of integer partitions with given sums of $j$th powers of the parts for $j$ belonging to a finite, non-empty set $J \subset \mathbb N$. The method we use is based on the `principle of maximum…

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured,…

Currently, there is renewed interest in the problem, raised by Shafer in 1985, of updating probabilities when observations are incomplete (or set-valued). This is a fundamental problem, and of particular interest for Bayesian networks.…

We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…

I propose a normative updating rule, extended Bayesianism, for the incorporation of probabilistic information arising from the process of becoming more aware. Extended Bayesianism generalizes standard Bayesian updating to allow the…

Any given density matrix can be represented as an infinite number of ensembles of pure states. This leads to the natural question of how to uniquely select one out of the many, apparently equally suitable, possibilities. Following Jaynes'…

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…

A classical longstanding open problem in statistics is finding an explicit expression for the probability measure which maximizes entropy with respect to given constraints. In this paper a solution to this problem is found, using…

We consider how an agent should update her uncertainty when it is represented by a set $\P$ of probability distributions and the agent observes that a random variable $X$ takes on value $x$, given that the agent makes decisions using the…

Maximum likelihood estimation is a valuable tool often applied to inverse problems in quantum theory. Estimation from small data sets can, however, have non unique solutions. We discuss this problem and propose to use Jaynes maximum entropy…

We improve the entropic uncertainty relations for position and momentum coarse-grained measurements. We derive the continuous, coarse-grained counterparts of the discrete uncertainty relations based on the concept of majorization. The…

According to E.T. Jaynes and E.P. Wigner, entropy is an anthropomorphic concept in the sense that in a physical system correspond many thermodynamic systems. The physical system can be examined from many points of view each time examining…

By considering the "kinetic-energy" term of the minimum principle for the Schr\"{o}dinger equation as a measure of information, that minimum principle is viewed as a statistical estimation procedure, analogous to the manner in which Jaynes…

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…