中文
相关论文

相关论文: Application of the Maximum relative Entropy method…

200 篇论文

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…

统计力学 · 物理学 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

Econophysics, is based on the premise that some ideas and methods from physics can be applied to economic situations. We intend to show in this paper how a physics concept such as entropy can be applied to an economic problem. In so doing,…

统计金融 · 定量金融 2016-09-08 Adom Giffin

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

数据分析、统计与概率 · 物理学 2009-11-10 Ariel Caticha , Roland Preuss

We explore the use of the method of Maximum Entropy (ME) as a technique to generate approximations. In a first use of the ME method the "exact" canonical probability distribution of a fluid is approximated by that of a fluid of hard…

统计力学 · 物理学 2009-11-10 Chih-Yuan Tseng , Ariel Caticha

We make remarks on the Maximum Entropy Method (MEM) for studies of the spectral function of hadronic correlators in finite temperature lattice QCD. We discuss the virtues and subtlety of MEM in the cases that one does not have enough number…

高能物理 - 格点 · 物理学 2007-05-23 Takashi Umeda , Hideo Matsufuru

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

数据分析、统计与概率 · 物理学 2009-11-10 Ariel Caticha , Roland Preuss

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

机器学习 · 计算机科学 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

The Maximum Entropy Method (MEM) is a popular data analysis technique based on Bayesian inference, which has found various applications in the research literature. While the MEM itself is well-grounded in statistics, I argue that its…

数据分析、统计与概率 · 物理学 2020-11-03 Alexander Rothkopf

This paper addresses the critical challenge of estimating the reliability of an Electric Vehicle (EV) charging systems when facing risks such as overheating, unpredictable, weather, and cyberattacks. Traditional methods for predicting…

系统与控制 · 电气工程与系统科学 2025-08-19 Himanshu Tripathi , Subash Neupane , Shahram Rahimi , Noorbakhsh Amiri Golilarz , Sudip Mittal , Mohammad Sepehrifar

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…

机器学习 · 统计学 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

We introduce a first-principles method for predicting the magnetothermal properties of solid-state materials, which we call Sampled Effective Local Field Estimation. This approach achieves over two orders of magnitude improvement in sample…

材料科学 · 物理学 2025-05-13 Nicholas Brawand , Nima Leclerc , Emiko Zumbro

Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

强关联电子 · 物理学 2018-11-05 Jae-Hoon Sim , Myung Joon Han

Diffraction-based stress analysis of textured materials depends on understanding their elastic heterogeneity and its influence on microscopic strain distributions, which is generally done by using simplifying assumptions for crystallite…

材料科学 · 物理学 2025-05-23 Maximilian Krause , Nicola Simon , Claudius Klein , Jens Gibmeier , Thomas Böhlke

We demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric…

统计方法学 · 统计学 2007-10-17 Adom Giffin

Here we present an application of two maxentropic procedures to determine the probability density distribution of compound sums of random variables, using only a finite number of empirically determined fractional moments. The two methods…

风险管理 · 定量金融 2014-11-25 Erika Gomes-Gonçalves , Henryk Gzyl , Silvia Mayoral

The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…

数学物理 · 物理学 2009-10-31 Ariel Caticha

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

机器学习 · 计算机科学 2021-08-23 Henryk Gzyl , Enrique ter Horst

It has been previously shown that one can use the ME methodology (Caticha Giffin 2006) to reproduce a mean field solution for a simple fluid (Tseng 2004). One could easily use the case of a simple ferromagnetic material as well. The…

统计力学 · 物理学 2015-05-18 Adom Giffin

(Jaynes') Method of (Shannon-Kullback's) Relative Entropy Maximization (REM or MaxEnt) can be - at least in the discrete case - according to the Maximum Probability Theorem (MPT) viewed as an asymptotic instance of the Maximum Probability…

数据分析、统计与概率 · 物理学 2012-08-27 M. Grendar, , M. Grendar

We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

统计力学 · 物理学 2008-10-17 Chih-Yuan Tseng , Ariel Caticha
‹ 上一页 1 2 3 10 下一页 ›