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The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

机器学习 · 统计学 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

统计力学 · 物理学 2009-10-26 V. V. Ryazanov

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

统计方法学 · 统计学 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

信息论 · 计算机科学 2026-02-03 Kenneth Bogert , Matthew Kothe

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

信息论 · 计算机科学 2022-05-30 Kenneth Bogert

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

物理与社会 · 物理学 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

We present a theoretical framework of probabilistic learning derived by Maximum Probability (MP) Theorem shown in the current paper. In this probabilistic framework, a model is defined as an event in the probability space, and a model or…

机器学习 · 计算机科学 2021-06-15 Amir Emad Marvasti , Ehsan Emad Marvasti , Ulas Bagci , Hassan Foroosh

The product expansion of conditional probabilities for belief nets is not maximum entropy. This appears to deny a desirable kind of assurance for the model. However, a kind of guarantee that is almost as strong as maximum entropy can be…

人工智能 · 计算机科学 2013-03-25 Norman C. Dalkey

This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…

统计方法学 · 统计学 2018-01-03 Zhichao Liu , Catherine S. Forbes , Heather M. Anderson

The maximum-entropy principle (Max-Ent) is a valuable and extensively used tool in statistical mechanics and quantum information theory. It provides a method for inferring the state of a system by utilizing a reduced set of parameters…

量子物理 · 物理学 2024-03-01 F. T. B. Pérez , J. M. Matera

We study the inverse problem of inferring the state of a finite-level quantum system from expected values of a fixed set of observables, by maximizing a continuous ranking function. We have proved earlier that the maximum-entropy inference…

量子物理 · 物理学 2016-05-17 Stephan Weis

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

统计方法学 · 统计学 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

The concept of Shannon Entropy for probability distributions and associated Maximum Entropy Principle are extended here to the concepts of Relative Divergence of one Grading Function from another and Maximum Relative Divergence Principle…

最优化与控制 · 数学 2023-03-28 Alexander Dukhovny

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

数据分析、统计与概率 · 物理学 2007-07-13 Sabbir Rahman , Mahbub Majumdar

Many potential applications of reinforcement learning (RL) require guarantees that the agent will perform well in the face of disturbances to the dynamics or reward function. In this paper, we prove theoretically that maximum entropy…

机器学习 · 计算机科学 2022-05-06 Benjamin Eysenbach , Sergey Levine

A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…

机器学习 · 计算机科学 2020-06-26 Amir R. Asadi , Emmanuel Abbe

This paper modifies Jaynes's axioms of plausible reasoning and derives the minimum relative entropy principle, Bayes's rule, as well as maximum likelihood from first principles. The new axioms, which I call the Optimum Information…

信息论 · 计算机科学 2011-03-30 Alexis Akira Toda

Simplified mechanistic models in ecology have been criticized for the fact that a good fit to data does not imply the mechanism is true: pattern does not equal process. In parallel, the maximum entropy principle (MaxEnt) has been applied in…

种群与进化 · 定量生物学 2017-05-02 James P. O'Dwyer , Andrew Rominger , Xiao Xiao

This paper proposes and axiomatizes a new updating rule: Relative Maximum Likelihood (RML) for ambiguous beliefs represented by a set of priors (C). This rule takes the form of applying Bayes' rule to a subset of C. This subset is a linear…

理论经济学 · 经济学 2024-10-15 Xiaoyu Cheng

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