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Maximum Entropy Methods

Santa Fe Institute via Complexity Explorer

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Overview

Sometimes the best description of a system is one that acknowledges our ignorance. Maximum entropy methods provide a coherent framework for doing this in a rigorous fashion, and their success has been felt in everything from physics to ecology to machine learning.

In this tutorial, Simon DeDeo introduces MaxEnt through a series of examples, taking students from the basics of the subject up to its applications in science and engineering. Basic comfort with the use of probabilities, and familiarity with exponentials and logarithms, is required. By the end of the course, students will have a tool for modeling complex systems, and a new set of concepts for thinking about what models are meant to do in the first place.

Note that Complexity Explorer tutorials are meant to introduce students to various important techniques and to provide illustrations of their application in complex systems.  A given tutorial is not meant to offer complete coverage of its topic or substitute for an entire course on that topic.   

This tutorial is designed for more advanced math students.  Math prerequisites for this course are an understanding of calculus, partial derivatives, shannon entropy; basic probability.

Read Simon DeDeo's Q&A about his Maximum Entropy tutorial here.

 

 

Syllabus

  1. Maximum Entropy Methods (Simon DeDeo)
  2. A Simple Example: Waiting for a Taxicab
  3. The Maximum Entropy Method
  4. MaxEnt Applied to the Taxicab Example, Part 1
  5. MaxEnt Applied to the Taxicab Example, Part 2
  6. Review of MaxEnt
  7. A Real-World Example: Modeling the Open Source Ecosystem, Part 1
  8. Modeling the Open Source Ecosystem, Part 2
  9. Modeling the Open Source Ecosystem, Part 3
  10. A Second Real-World Example: Modeling Sears-Roebuck Catalog Prices, Part 1
  11. Modeling Sears-Roebuck Catalog Prices, Part 2
  12. Conclusion
  13. Homework

 

Taught by

Simon DeDeo

Reviews for Complexity Explorer's Maximum Entropy Methods
4.9 Based on 7 reviews

  • 5 stars 86%
  • 4 star 14%
  • 3 star 0%
  • 2 star 0%
  • 1 star 0%

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  • 1
Anonymous
4.0 3 months ago
Anonymous completed this course.
Very interesting, I would have liked to have the scope/limitations of the method of Legrange multipliers explained a little more fully. Also, the possible appendix content about proving that the entropy function has a unique maximum, even subject to constraints, hasn't materialized or I haven't been able to find it.
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Ces L
5.0 3 months ago
Ces completed this course, spending 2 hours a week on it and found the course difficulty to be easy.
The most interesting math course I have ever taken. I studied maximum entropy in my degree but what I have learnt in here is much more fundental. I adore the teacher of these lessons, is superclever . He must claim for the Nobel prize in something
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Teresa H
5.0 3 months ago
Teresa completed this course.
A great introduction to the key aspects of Maximum entropy. I could widen my knowledge with the help of more specialized books, thanks to have discovered Its potential through this tutorial.
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Anonymous
5.0 3 months ago
Anonymous completed this course.
Excellent introduction to subject. I am interested in understanding patterns in data from a flow cytometer, and this has given me insights, and inspired me to learn about a new subject.
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Alejandro C
5.0 3 months ago
by Alejandro completed this course, spending 3 hours a week on it and found the course difficulty to be medium.
Profesor DeDeo is an excellent professor, his explanations in this course are clear and profound. Course of Complexity Explore are extremely useful to develop a research area.
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Rahul M
5.0 3 months ago
by Rahul completed this course.
This really short tutorial should be a must take for anyone interested in modelling. For me it was a game changer in thinking about how to model any physical process.
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Davide V
5.0 3 months ago
Davide completed this course.
In my opinion, this course is very Interesting, easy to understand and to follow!

I have learned some mathematical issues that I didn't knew before. Thanks a lot!
Was this review helpful to you? Yes
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