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相关论文: An information theory for preferences

200 篇论文

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

机器学习 · 计算机科学 2012-07-19 Amir Globerson , Naftali Tishby

In the theory of social choice the research is focused around the projection of individual preference orders to the social preference order. Also, the justification of the preference order formalism begins with the concept of utility i.e.…

计算机科学与博弈论 · 计算机科学 2010-10-27 Redjan F. Shabani

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…

统计金融 · 定量金融 2010-09-02 Anand Banerjee , Victor M. Yakovenko

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…

机器学习 · 统计学 2025-03-06 Salomé A. Sepúveda Fontaine , José M. Amigó

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…

统计力学 · 物理学 2020-10-28 Qiuping A. Wang

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

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

机器学习 · 计算机科学 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

人工智能 · 计算机科学 2013-03-26 Arthur Ramer

The maximum utility estimation proposed by Elliott and Lieli (2013) can be viewed as cost-sensitive binary classification; thus, its in-sample overfitting issue is similar to that of perceptron learning. A utility-maximizing prediction rule…

计量经济学 · 经济学 2021-09-29 Jiun-Hua Su

A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…

计算机科学与博弈论 · 计算机科学 2007-05-23 Daniel Lehmann

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

概率论 · 数学 2018-01-23 Alois Pichler , Ruben Schlotter

The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production…

信息论 · 计算机科学 2014-01-14 Alexander L. Fradkov , Dmitry S. Shalymov

We consider a sequence of repeated interactions between an agent and an environment. Uncertainty about the environment is captured by a probability distribution over a space of hypotheses, which includes all computable functions. Given a…

人工智能 · 计算机科学 2009-12-02 Peter de Blanc

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

统计理论 · 数学 2019-03-13 Will Handley , Marius Millea

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…

数据分析、统计与概率 · 物理学 2015-05-13 I. Grabec

We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…

泛函分析 · 数学 2012-11-20 Darinka Dentcheva , Andrzej Ruszczynski

The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…

统计理论 · 数学 2010-03-01 Aurore Delaigle , Peter Hall

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

We investigate the application of classification techniques to utility elicitation. In a decision problem, two sets of parameters must generally be elicited: the probabilities and the utilities. While the prior and conditional probabilities…

人工智能 · 计算机科学 2013-02-01 Urszula Chajewska , Lise Getoor , Joseph Norman , Yuval Shahar

We introduce a concept for random tilings which, comprising the conventional one, is also applicable to tiling ensembles without height representation. In particular, we focus on the random tiling entropy as a function of the tile…

统计力学 · 物理学 2008-08-28 Christoph Richard , Moritz Hoeffe , Joachim Hermisson , Michael Baake