Questions tagged [maximum-entropy]

maximum entropy or maxent is a statistical principle derived from information theory. Distributions maximizing entropy (under some constraints) are thought to be "maximally uninformative" given the constraints. Maximum entropy can be used for multiple purposes, like choice of prior, choice of sampling model, or design of experiments.

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What is the maximum entropy joint Bernoulli distribution with fixed covariances and individual means?

We have Bernoulli variables $B_i$ with known means $E(B_i)$ and covariance matrix $\Sigma = (cov(B_i, B_j))$. What joint distribution would have the maximum entropy?
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How to evaluate the likelihood of a conditional MAXENT estimation?

Suppose I have a random variable $Y$ (the outcome) and a set of random variables $\mathbf{X}$ (the input variables). I don't have access to observations of the joint distribution of $P(Y, \mathbf{X})$,...
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Generalization of Burg's Maximum Entropy Theorem

Burg's Theorem characterizes the form of an entropy-maximizing time series, subject to constraints on the autocorrelation. More precisely, the theorem states that the autoregressive Gaussian process $...
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Calculation of maximum entropy density with the fixed second raw moment

What is the maximum entropy density ($f(\mathbf x)$) of a random variable $\mathbf x \in [0,\infty)$ with the fixed second raw moment $E[\mathbf x^2]=c$ ?
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Complexity of Maximum Entropy Algorithm in Sentiment Analysis

Does anyone know how the process of calculating the complexity of the maximum entropy algorithm and its implementation later in the sentiment analysis? Please help me, because I haven't got a ...
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Pearson's p value approach to test model's significance (pValueCompute.exe)

I have two questions regarding the calculation of p value and success rate, method stated in Pearson et al., 2007. Does this testing method work only when cross-validation is used in maxent setting? ...
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What determines the functional form of maximum entropy constraints?

I'm familiar with the maximum entropy (ME) principle in statistical mechanics, where, for example, the Boltzmann distribution $p(\epsilon_i|\beta)$ is identified as the ME distribution constrained by ...
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Is there a relationship between Maximum Likelihood Estimation and the Maximum Entropy Principle?

I know that both techniques can be used to estimate distribution from the data, but I didn't see anything in common between the two and I haven't found anything yet for the internet that relates the ...
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What is the maximum entropy distribution given the median (instead of the mean) and median variant deviation?

Following this question, I wonder if we add further condition that the median variant deviation is given, say $\delta$, is it possible to determine the distribution? For 1-d, the $\delta$ can be ...
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Maximum entropy discrete distributions with specified mean

Consider a discrete distribution on {1, ...,n}, with mean given as $m$, what is the maximum entropy distribution? I know it takes the form $p_{X}(k)=ar^{k}$ and is a geometric distribution when n is ...
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entropy regularization in generative model

I am wondering if it is possible to use entropy as a regularization in a generative model. For example, in the conjugate model where $x_i \in X$ is observed data and generated from a Normal ...
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If a zero entropy distribution implies high information a priori, what does it mean ex posteriori?

The following counteracts the statements made for the maximum entropy principle case in order to posit a pseudo "minimum entropy principle" case that is simply the polar opposite of the ...
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Which has minimum concentration: the uniform distribution or the maximum entropy distribution?

For a continuous random variable, the uniform distribution has high entropy because it demonstrates the greatest level uncertainty. However, this conflicts with the maximum entropy principle, which ...
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Multiplying vector by the covariance matrix only known approximately

(cross-posted on math.SE) For random variable $(x,y)$ in $\mathbb{R}^{2d}$ and vector $v$, I need to perform the following operation on a $d \times d$ covariance matrix $E[xy']$ $$T(v)=E[xy']v$$ The ...
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Different Maximum Entropy and Cross-Entropy loss?

Hi what's the difference between Maximum Entropy and Cross-Entropy loss for a sentiment classification with 2 labels (positive or negative)?
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Are discrete maximum entropy distributions uniquely determined by their energy function?

I read this somewhere but can't find a reference, I'd love to be pointed in the right direction. I'm specifically interested in discrete Boltzmann distributions with interactions at different orders, ...
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How does a distribution's differential entropy correspond to its moments?

The Gaussian distribution maximizes entropy for the following functional constraints $$E(x) = \mu$$ and $$E((x-\mu)^2) = \sigma^2$$ which are just its first and second statistical moments (true ...
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Does minimizing KL-divergence result in maximum entropy principle?

The Kullback-Leibler divergence (or relative entropy) is a measure of how a probability distribution differs from another reference probability distribution. I want to know what connection it has to ...
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What does maximizing mutual information do?

In information theory, there is something called the maximum entropy principle. Are other information measures, such as mutual information, also commonly maximized? If mutual information describes the ...
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How does the maximum entropy principle affect joint entropy, mutual information, and other info measures?

The maximum entropy principle says that we should use the probability distribution of a univariate dataset that has the highest level of entropy because it offers the lowest information. How does the ...
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Is the maximum entropy probability distribution only determined through comparison?

The maximum entropy probability distribution has entropy at least as great as that of all other members of a specified class of probability distributions (pdf's). Does that mean that the pdf with ...
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Do all random variables' probability distributions have entropy?

Entropy of probability distributions is the weighted average of the log probabilities of each observation of a random variable. Does this mean that every random variable that has a probability ...
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Why do we want a maximum entropy distribution, if it has the lowest information?

It is said that the distribution with the largest entropy should be chosen as the least-informative default. That is, we should choose the distribution that maximizes entropy because it has the lowest ...
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Am I understanding correctly the Maximum Entropy concept using a sentence?

In the sentence "The house is white", each word carries a different amount of information. If I remove the "The" from the sentence, almost nothing happens: you are still able to ...
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Continuous Entropy and Maximum Entropy Solution

This is a problem that I have been working on and the mathematics of it have me fairly stumped. I am given the continuous entropy for a density $p(x)$. It is $H(X)=-\int_{0}^{\infty}p(x)\text{log}\: ...
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Is this implementation detail for solving maximum entropy on a computer correct?

I am currently looking at a paper by Mattos and Veiga, who describe an approach to solving the maximum entropy problem subject to linear constraints: $$\begin{aligned} \max_{p_i} -\sum_{i=1}^N p_i \...
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When is uniform distribution have maximum entropy instead of normal distribution?

As far as I know, when we have just data and no constraints (other than probabilities must add up to 1), the distribution that gives maximum entropy is uniform distribution. But when we know mean and ...
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Why are $\mathbb{E}( \ln(x))$ and $\mathbb{E} ( \ln(1 - x))$ reasonable descriptions of knowledge about a beta distribution?

The max entropy philosophy states that given some constraints on the prior, we should choose the prior that is maximum entropy subject to those constraints. I know that the Beta($\alpha, \beta$) is ...
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How do you use MaxEnt for Bayesan updating given new data on a toy problem about a biased coin

The article "Updating, supposing, and maxent" (paywalled) says, Bayes' rule is a special case of MAXENT. Let the random variable $I_c$ be the indicator function which takes the value 1 in the set $...
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Is there a connection between the binomial pmf and the formula for entropy? [duplicate]

Many times when two formulas "look" the same, there is some interesting mathematical result linking them. Both the log binomial likelihood and the entropy formula kind of "look" the same, in that they ...
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Do Lévy α-stable distributions maximize entropy subject to a simple constraint?

Is there a simple constraint on real-valued distributions such that the maximum entropy distribution is Lévy α-stable? Special cases include the Normal and Cauchy distributions for which the answer is ...
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Four different ways to deal with the log-likelihood of a probability density function (Python code included)

This is not really a question but more of a discussion. Please correct me where wrong and share your thoughts and past experience with regards to computing the likelihoods for continuous data models. ...
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How do I prove conditional entropy is a good measure of information?

This question is a follow-up of Does "expected entropy" make sense?, which you don't have to read as I'll reproduce the relevant parts. Let's begin with the statement of the problem A student has ...
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Are there nonparametric generative models for datasets?

Typically when I see generative models, e.g., Latent Dirichlet Allocation (JMLR) or Linear/Quadratic Discriminant Analysis (wikipedia LDA), they are probabilistic models that belong to the exponential ...
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Intuition for the uniform distribution having the maximum entropy

I saw the following explanation for Entropy in probability: (Entropy). The surprise of learning that an event with probability $p$ happened is defined as $\log_2(1/p)$, measured in a unit called ...
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MaxEnt model vs cross entropy loss

Pardon my ignorance. I am still learning. We try to minimize the cross-entropy loss for best results. However, why should the entropy be high for a MaxEnt model for the model to be good? My ...
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Maximum entropy function, with f(0)=0?

I want to derive the Maximum Entropy distribution (f(x)) with the following constraints: 1. non-negative 2. specified mean 3. specified variance 4. f(0)=0 I know how to derive the MaxEnt distro with ...
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Maximum entropy prior for dichotomous variables [closed]

I have a set of dichotomous variables $A, B, C,$... and I know their probabilities $P(A), P(B), P(C),$... as well es their pairwise dependencies $P(A \cap B), P(A \cap C), P(B \cap C),$... . Or in ...
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Why generative models in Machine Learning are Boltzmann distribution-backed?

I learned from this review paper that MaxEnt models naturally display a Boltzmann distribution for the data samples, it comes from the Principle of Maximum Entropy. But I could not understand why this ...
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How can a probability densitiy be estimated based on the maximum entropy principle, with constraints in the order statistics?

Let's say we are given a sample $\{ z_i \}$, $i=1,2,\ldots,N$, such that each value $z_i$ corresponds to the minimum of $n$ random variables $x$, i.e., $z = \min \{ x_1, x_2,\ldots,x_n \}$. The ...
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How to minimise and expectation with respect to a parameter?

Suppose that $X$ is a random variable with distribution $G$. Let $H(X;\theta)$ be a parametric function with $\theta \in \Theta \subset {\mathbb R}^p$. I want to maximize the function $$\varphi(\...
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Maximum entropy prior for r.v. supported on real line with no other constraints?

What would be a suitable maximum entropy prior for a random variable supported on the real line with no other constraints (i.e. unknown mean, unknown variance, unknown bounds)? All kinds of answers (...
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how to calculate entropy on matrix of words, topics

I have been digging in the concept of entropy for a while, now it comes to the implementation part I feel I am confused. Imagine that we have a matrix 20 * 3 standing for 20 words 3 topics (by 20 ...
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Determining a probability distribution from constraints on where its mass is

Let $X$ be a random variable over the real line. Suppose that we know that $X$ is a Pearson distribution. Furthermore, suppose we know how the mass of $X$ is distributed into 6 intervals, so that if $...
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Maximum entropy probability distribution over non-negative support and finite mean?

I'm trying to derive which univariate probability distribution maximizes entropy, assuming finite mean $\mu$ and non-negative support $[0, \infty)$. I know that the answer is the exponential ...
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Proving that Shannon entropy is maximised for the uniform distribution

I know that Shannon entropy is defined as $-\sum_{i=1}^kp_i\log(p_i)$. For the uniform distribution, $p_i=\frac{1}{k}$, so this becomes $-\sum_{i=1}^k\frac{1}{k}\log\left(\frac{1}{k}\right)$. Further ...
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Estimating maximum entropy distribution given first n moments

Is there a good way to estimate the pdf, pdf up to a constant multiple, cdf, or quantile function of a distribution given the first n moments? A closed form for one of those functions in terms of the ...
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Is the marginal distribution of a maximum entropy distribution also a maximum entropy distribution?

I am considering under what circumstances maximum entropy distributions are closed under marginalization. The main case I am interested is the following setting: a finite set of discrete random ...
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Maximum entropy distribution on the hypercube

Given the first two moments, the maximum entropy distribution over $\mathbb{R}$ is known the be the normal distribution. What is the analogue for a distribution over $[0,1]$ given either only the ...
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Same maximum entropy and measures [closed]

As the author Christian Robert asks about reference measures that are absolutely continuous to one another, and from what I can gather this just means they have the same null set? But would that not ...