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The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

统计力学 · 物理学 2024-10-18 Noam Abadi , Franco Ruzzenenti

In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…

统计理论 · 数学 2020-09-07 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

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

Importance sampling of target probability distributions belonging to a given convex class is considered. Motivated by previous results, the cost of importance sampling is quantified using the relative entropy of the target with respect to…

数值分析 · 数学 2022-12-09 Frédéric Cérou , Patrick Héas , Mathias Rousset

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

数据分析、统计与概率 · 物理学 2012-10-05 Paolo Rossi

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

最优化与控制 · 数学 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…

统计力学 · 物理学 2017-12-13 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

Using a maximum entropy principle to assign a statistical weight to any graph, we introduce a model of random graphs with arbitrary degree distribution in the framework of standard statistical mechanics. We compute the free energy and the…

无序系统与神经网络 · 物理学 2007-05-23 M. Bauer , D. Bernard

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

统计力学 · 物理学 2020-02-19 Ariel Amir

Gibbs' theorem, which is originally intended for canonical ensembles with complete statistics has been generalized to open systems with incomplete statistics. As a result of this generalization, it is shown that the stationary equilibrium…

统计力学 · 物理学 2015-05-13 G. B. Bagci

We introduce a definition of coarse-grained entropy that unifies measurement-based (observational entropy) and max-entropy-based (Jaynes) approaches to coarse-graining, by identifying physical constraints with information theoretic priors.…

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…

统计方法学 · 统计学 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

统计理论 · 数学 2024-02-14 Aryeh Kontorovich , Amichai Painsky

It is possible to derive the maximum entropy principle from thermodynamic stability requirements. Using as a starting point the equilibrium probability distribution, currently used in non-extensive thermostatistics, it turns out that the…

统计力学 · 物理学 2007-05-23 Jan Naudts

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

机器学习 · 统计学 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

Information entropy and its extension, which are important generalization of entropy, have been applied in many research domains today. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional…

信息论 · 计算机科学 2017-04-24 Shuai Liu , Mengye Lu , Gaocheng Liu , Zheng Pan

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

统计力学 · 物理学 2023-12-08 Ying-Jen Yang , Hong Qian

Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…

统计力学 · 物理学 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

We exploit the asymptotic normality of the extreme value theory (EVT) based estimators of the parameters of a symmetric L\'evy-stable distribution, to construct confidence intervals. The accuracy of these intervals is evaluated through a…

统计理论 · 数学 2019-04-11 Djamel Meraghni , Louiza Soltane

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…

统计力学 · 物理学 2009-08-08 Arnab Saha , Sourabh Lahiri , A. M. Jayannavar