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Maximum entropy method --- Congresses --- Congresses. --- -519.72 --- Entropy maximization --- Entropy maximum principle --- Maximization, Entropy --- Entropy (Information theory) --- Maximum principles (Mathematics) --- Information theory: mathematical aspects --- Conferences - Meetings --- 519.72 Information theory: mathematical aspects --- 519.72 --- Maximum entropy method - Congresses

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Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.In theoretical terms, the approach generalizes Gibbs-Shannon-Golan entropy models, which are useful for describing ergodic phenomena. In essence, this entropy econometrics approach constitutes a junction of two distinct concepts: Jayne's maximum entropy principle and the Bayesian generalized method of moments. Rival econometric techniques are not conceptually adapted to solving complex inverse problems or are seriously limited when it comes to practical implementation. Recent literature showed that amplitude and frequency of macroeconomic fluctuations do not substantially diverge from many other extreme events, natural or human-related, once they are explained in the same time (or space) scale. Non-extensive entropy is a precious device for econometric modelling even in the case of low frequency series, since outputs evolving within the Gaussian attractor correspond to the Tsallis entropy limiting case of Tsallis q-parameter around unity. This book introduces a sub-discipline called Non-extensive Entropy Econometrics or, using a recent expression, Superstar Generalised Econometrics. It demonstrates, using national accounts-based models, that this approach facilitates solving nonlinear, complex inverse problems, previously considered intractable, such as the constant elasticity of substitution class of functions. This new proposed approach could extend the frontier of theoretical and applied econometrics.

Business cycles. --- Econometrics. --- Maximum entropy method. --- generalized cross-entropy, general equilibrium macro-economic model, econometrics. --- BUSINESS & ECONOMICS / Econometrics. --- Entropy maximization --- Entropy maximum principle --- Maximization, Entropy --- Entropy (Information theory) --- Maximum principles (Mathematics) --- Economics, Mathematical --- Statistics --- Economic cycles --- Economic fluctuations --- Cycles

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Mathematical optimization. --- Maximum entropy method. --- Mathematical optimization --- Optimització matemàtica --- Methodology. --- Mètodes de simulació --- Jocs d'estratègia (Matemàtica) --- Optimització combinatòria --- Programació dinàmica --- Programació (Matemàtica) --- Anàlisi de sistemes --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Entropy maximization --- Entropy maximum principle --- Maximization, Entropy --- Entropy (Information theory) --- Maximum principles (Mathematics)

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Mathematical statistics --- Quantitative methods (economics) --- Econometrics. --- Maximum entropy method. --- Estimation theory. --- Econométrie --- Théorie de l'estimation --- 330.115 --- Econometrics --- Estimation theory --- Maximum entropy method --- Entropy maximization --- Entropy maximum principle --- Maximization, Entropy --- Entropy (Information theory) --- Maximum principles (Mathematics) --- Estimating techniques --- Least squares --- Stochastic processes --- Economics, Mathematical --- Statistics --- Econometrie --- Social Sciences and Humanities. Economics --- 330.115 Econometrie --- Econométrie --- Théorie de l'estimation --- Économétrie. --- Entropie maximale, Méthode d'. --- Estimation, Théorie de l'.

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This book is an introduction to maximum-entropy models of random graphs with given topological properties and their applications. Its original contribution is the reformulation of many seemingly different problems in the study of both real networks and graph theory within the unified framework of maximum entropy. Particular emphasis is put on the detection of structural patterns in real networks, on the reconstruction of the properties of networks from partial information, and on the enumeration and sampling of graphs with given properties.  After a first introductory chapter explaining the motivation, focus, aim and message of the book, chapter 2 introduces the formal construction of maximum-entropy ensembles of graphs with local topological constraints. Chapter 3 focuses on the problem of pattern detection in real networks and provides a powerful way to disentangle nontrivial higher-order structural features from those that can be traced back to simpler local constraints. Chapter 4 focuses on the problem of network reconstruction and introduces various advanced techniques to reliably infer the topology of a network from partial local information. Chapter 5 is devoted to the reformulation of certain “hard” combinatorial operations, such as the enumeration and unbiased sampling of graphs with given constraints, within a “softened” maximum-entropy framework. A final chapter offers various overarching remarks and take-home messages. By requiring no prior knowledge of network theory, the book targets a broad audience ranging from PhD students approaching these topics for the first time to senior researchers interested in the application of advanced network techniques to their field.

Physics. --- System theory. --- Graph theory. --- Complexity, Computational. --- Applications of Graph Theory and Complex Networks. --- Statistical Physics and Dynamical Systems. --- Complex Systems. --- Graph Theory. --- Complexity. --- Maximum entropy method. --- Entropy maximization --- Entropy maximum principle --- Maximization, Entropy --- Entropy (Information theory) --- Maximum principles (Mathematics) --- Statistical physics. --- Engineering. --- Construction --- Industrial arts --- Technology --- Physics --- Mathematical statistics --- Statistical methods --- Computational complexity. --- Complexity, Computational --- Electronic data processing --- Machine theory --- Graph theory --- Graphs, Theory of --- Theory of graphs --- Combinatorial analysis --- Topology --- Systems, Theory of --- Systems science --- Science --- Natural philosophy --- Philosophy, Natural --- Physical sciences --- Dynamics --- Extremal problems --- Philosophy