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Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

统计力学 · 物理学 2015-10-28 Purushottam D. Dixit

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

统计力学 · 物理学 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

Depending on context, the term entropy is used for a thermodynamic quantity, a~measure of available choice, a quantity to measure information, or, in the context of statistical inference, a maximum configuration predictor. For systems in…

统计力学 · 物理学 2018-11-14 Rudolf Hanel , Stefan Thurner

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

经典物理 · 物理学 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

A path information is defined in connection with different possible paths of irregular dynamic systems moving in its phase space between two points. On the basis of the assumption that the paths are physically differentiated by their…

统计力学 · 物理学 2007-05-23 Qiuping A. Wang

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

After the justification of the maximum entropy approach for equilibrium thermodynamic system, and of a maximum path entropy algorithm for nonequilibrium thermodynamic systems by virtue of the principle of virtual work, we present in this…

统计力学 · 物理学 2007-12-18 Qiuping A. Wang

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

统计力学 · 物理学 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

Statistical quality control methods are noteworthy to producing standard production in manufacturing processes. In this regard, there are many classical manners to control the process. Many of them have a global assumption around the…

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.}…

概率论 · 数学 2022-03-02 Wenqing Hu , Hong Qian

A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

统计力学 · 物理学 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

统计力学 · 物理学 2015-12-03 Ian J. Ford

The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…

概率论 · 数学 2008-07-19 Tryphon T. Georgiou

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

统计力学 · 物理学 2011-03-07 Cecile Monthus

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

统计力学 · 物理学 2009-11-11 E. V. Vakarin , J. P. Badiali

Reaction-diffusion systems driven far from thermodynamic equilibrium through the injection of energy can support multiple distinct spatial patterns that persist as long-lived dynamical phases. The stability of these metastable phases is not…

统计力学 · 物理学 2026-03-13 Eric R. Heller , David T. Limmer

We propose a method for inferring entropy production (EP) in high-dimensional stochastic systems, including many-body systems and non-Markovian systems with long memory. Standard techniques for estimating EP become intractable in such…

统计力学 · 物理学 2026-02-20 Miguel Aguilera , Sosuke Ito , Artemy Kolchinsky

We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…

数学物理 · 物理学 2023-01-05 Dalton A R Sakthivadivel

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

数据分析、统计与概率 · 物理学 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…

统计力学 · 物理学 2017-02-28 Izaak Neri , Édgar Roldán , Frank Jülicher
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