Maximum-Entropy Prior Uncertainty and Correlation of Statistical Economic Data

Maximum Entropy, Time Series and Statistical Inference

A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified version of the method is then proposed and applied to an example in order to demonstrate its use with a given time series.

Maximum Entropy Data Analysis

The Effect of Observation Data Sampling Methods on Infiltration Areas by Maximum Entropy Model

Statistical modeling methods are based on multivariate regression methods and require the presence and absence location of data for the construction of the model. In most cases, there is no trustworthy absence data. Therefore, other methods that are based only on the presence of the phenomenon are used. Considering the importance of modeling - saving time and cost and the probable prediction of...

Determination of Maximum Bayesian Entropy Probability Distribution

In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.

Uncertainty, entropy, and the statistical mechanics of microscopic systems.

Noting that quantum measurements are in general incomplete, we develop, starting from a recent entropic formulation of uncertainty, a mazimum uncertainty principle to define the statistical mechanics of microscopic systems. The resulting ensemble entropy coincides with the expression of von Neumann, thus providing a unified, quantum basis for statistical physics of all systems. Examples involvi...