Analytical forms for most likely matrices derived from incomplete information

DOI10.1080/00207721.2010.502600MaRDI QIDQ4911078zbMATH OpenOpenAlexFDO

Authors Kostas N. Oikonomou

Publication date 13 March 2013

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.0819

zbMATH Keywords

analytical formcommunications networkscontingency tableconvex optimizationmaximum entropymost likelyoptimal estimationtraffic matrix

Mathematics Subject Classification ID

Convex programming (90C25) Control/observation systems with incomplete information (93C41) Communication theory (94A05)

Abstract: Consider a rectangular matrix describing some type of communication or transportation between a set of origins and a set of destinations, or a classification of objects by two attributes. The problem is to infer the entries of the matrix from limited information in the form of constraints, generally the sums of the elements over various subsets of the matrix, such as rows, columns, etc, or from bounds on these sums, down to individual elements. Such problems are routinely addressed by applying the maximum entropy method to compute the matrix numerically, but in this paper we derive analytical, closed-form solutions. For the most complicated cases we consider the solution depends on the root of a non-linear equation, for which we provide an analytical approximation in the form of a power series. Some of our solutions extend to 3-dimensional matrices. Besides being valid for matrices of arbitrary size, the analytical solutions exhibit many of the appealing properties of maximum entropy, such as precise use of the available data, intuitive behavior with respect to changes in the constraints, and logical consistency.

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Cites work

• Application of Maximum Entropy Principle in Key Sector Analysis
• scientific article; zbMATH DE number 107616 (Why is no real title available?)
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• Maximum entropy in applied econometric research
• Model reduction of general queueing networks
• Multilevel aggregation of central server models: a minimum relative entropy approach
• Probability Theory
• The many facets of internet topology and traffic

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