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A modified Lagrange Polynomial is introduced for polynomial extrapolation, which can be used to estimate the equally spaced values of a polynomial function. As an example of its application, this article presents a prime-generating…

The max-product {belief propagation} (BP) is a popular message-passing heuristic for approximating a maximum-a-posteriori (MAP) assignment in a joint distribution represented by a graphical model (GM). In the past years, it has been shown…

人工智能 · 计算机科学 2017-06-29 Sejun Park , Jinwoo Shin

Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…

统计理论 · 数学 2017-07-25 Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet , John Urschel

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

生物物理 · 物理学 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

Receding horizon optimal control problems compute the solution at each time step to operate the system on a near-optimal path. However, in many practical cases, the boundary conditions, such as external inputs, constraint equations, or the…

最优化与控制 · 数学 2021-02-02 Abhishek Gupta , Shreshta Rajakumar Deshpande , Marcello Canova

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

统计力学 · 物理学 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

In Probabilistic Logic Programming (PLP) the most commonly studied inference task is to compute the marginal probability of a query given a program. In this paper, we consider two other important tasks in the PLP setting: the…

人工智能 · 计算机科学 2020-09-23 Elena Bellodi , Marco Alberti , Fabrizio Riguzzi , Riccardo Zese

Minimum-entropy coupling (MEC) -- the process of finding a joint distribution with minimum entropy for given marginals -- has applications in areas such as causality and steganography. However, existing algorithms are either computationally…

In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…

统计理论 · 数学 2017-10-23 Nazar Buzun , Valeriy Avanesov

A $\theta$ term in lattice field theory causes the sign problem in Monte Carlo simulations. This problem can be circumvented by Fourier-transforming the topological charge distribution $P(Q)$. This strategy, however, has a limitation,…

高能物理 - 格点 · 物理学 2016-09-01 Masahiro Imachi , Yasuhiko Shinno , Hiroshi Yoneyama

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

统计计算 · 统计学 2017-10-11 Brendon J. Brewer

It has been shown that one can accommodate data (Bayes) and constraints (MaxEnt) in one method, the method of Maximum (relative) Entropy (ME) (Giffin 2007). In this paper we show a complex agent based example of inference with two different…

统计方法学 · 统计学 2016-09-08 Adom Giffin

We consider the well-known max-(relative) entropy problem $\Theta$(y) = infQ$\ll$P DKL(Q P ) with Kullback-Leibler divergence on a domain $\Omega$ $\subset$ R d , and with ''moment'' constraints h dQ = y, y $\in$ R m . We show that when m…

最优化与控制 · 数学 2026-01-08 Jean B Lasserre

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

物理与社会 · 物理学 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

First principle calculation of the QCD spectral functions (SPFs) based on the lattice QCD simulations is reviewed. Special emphasis is placed on the Bayesian inference theory and the Maximum Entropy Method (MEM), which is a useful tool to…

高能物理 - 格点 · 物理学 2009-10-31 M. Asakawa , T. Hatsuda , Y. Nakahara

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

机器学习 · 计算机科学 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

Characterizing the entropy of a system is a crucial, and often computationally costly, step in understanding its thermodynamics. It plays a key role in the study of phase transitions, pattern formation, protein folding and more. Current…

统计力学 · 物理学 2020-12-02 Amit Nir , Eran Sela , Roy Beck , Yohai Bar-Sinai

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

统计力学 · 物理学 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

In this work, we have developed a 6-dimensional joint probability density function for the 3-dimensional position and 3-dimensional velocity vectors of space objects in the Low Earth Orbit (LEO) based on the Principle of Maximum Entropy…

地球与行星天体物理 · 物理学 2025-06-23 Partha Chowdhury , Sanat K Biswas

We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.

最优化与控制 · 数学 2016-02-05 Alexander Gasnikov , Evgenia Gasnikova , Yurii Nesterov , Alexey Chernov