mraginsky + statistical-physics   27

[1205.1005] Some Refinements of Large Deviation Tail Probabilities
"We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are discussed in more detail."
papers  to-read  statistics  probability  large-deviations  measure-concentration  statistical-physics 
24 days ago by mraginsky
Fluctuations and response out of equilibrium (C. Maes)
"We discuss some recently visited positions towards dealing with nonequilibria from the
mathematical point of view of Markov networks."
papers  to-read  statistical-physics  thermodynamics  probability  information-theory 
4 weeks ago by mraginsky
Thermodynamics and Concentration
"We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded dierence inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random symmetric matrices, shortest travelling sales-men paths and weakly self-bounding functions. We also give two new concentration inequalities."
papers  to-read  measure-concentration  information-theory  probability  statistical-physics  statistical-learning  via:shivak  filetype:pdf  media:document 
march 2011 by mraginsky
A note on exponential families of distributions
"We show that an arbitrary probability distribution can be represented in an exponential form. In physical contexts, this implies that the equilibrium distribution of any classical or quantum dynamical system is expressible in a grand canonical form." Is there anything really new here, though? ETA: No, cf. Barron and Sheu.
papers  have-read  meh  probability  exponential-families  statistical-physics 
august 2010 by mraginsky
Probability Collectives (David H. Wolpert)
"We recently proved that game theory and statistical physics are identical when cast in terms of information theory.

We call the associated formalism Probability Collectives (PC). PC opens many new lines of research, and provides new approaches to problems in distributed control and distributed optimization."
research  papers  reference  control-theory  distributed-systems  decision-making  game-theory  statistical-physics  optimization 
july 2010 by mraginsky
[0910.5761] Which graphical models are difficult to learn? (Authors: Jose Bento, Andrea Montanari)
"We consider the problem of learning the structure of Ising models (pairwise binary Markov random fields) from i.i.d. samples. While several methods have been proposed to accomplish this task, their relative merits and limitations remain somewhat obscure. By analyzing a number of concrete examples, we show that low-complexity algorithms systematically fail when the Markov random field develops long-range correlations. More precisely, this phenomenon appears to be related to the Ising model phase transition (although it does not coincide with it)."
papers  to-read  graphical-models  statistics  machine-learning  statistical-physics 
november 2009 by mraginsky
[0711.1460] On the Thermodynamic Temperature of a General Distribution
(by Krishna R. Narayanan, Arun R. Srinivasa) Even though one of the references is B. Roy Frieden's execrable attempt to "derive" physics from Fisher's information, the information theory in this paper is definitely interesting.
papers  have-read  statistics  statistical-physics  information-theory 
march 2009 by mraginsky

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