Estimation and optimization of MLE maximum entropy probability density

DOI10.16356/J.1005-2615.2017.01.017MaRDI QIDQ5368402zbMATH OpenFDO

Authors Fuxian Wu, Weidong Wen

Publication date 20 October 2017

Full work available at URL https://doi.org/10.16356/J.1005-2615.2017.01.017

zbMATH Keywords

maximum likelihood estimationreliabilitymaximum entropyprobability density estimationsequential updating method

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07)

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Cited in

(12)

• On estimation error using maximum entropy density estimates
• On the performance of the flexible maximum entropy distributions within partially adaptive estimation
• Best probability density function for random sampled data
• Efficient global maximum likelihood estimation through kernel methods
• Parallel Monte Carlo for entropy-robust estimation
• Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
• Application of maximum entropy method in reliability computation
• scientific article; zbMATH DE number 722348 (Why is no real title available?)
• Using Maximum Entropy and Generalized Belief Propagation in Estimation of Distribution Algorithms
• scientific article; zbMATH DE number 2091785 (Why is no real title available?)
• CALCULATING MAXIMUM-ENTROPY PROBABILITY DENSITIES FOR BELIEF FUNCTIONS
• Asymptotic efficiency of maximum entropy estimates

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