On the optimal entropy analysis

DOI10.1016/0377-2217(92)90149-4zbMath0767.90058OpenAlexW2039569550MaRDI QIDQ1194774

S. Singh

Publication date: 11 October 1992

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(92)90149-4

zbMATH Keywords

Jensen's inequalityprobability inferencecountably infinite number of stateslinearly constrained entropy optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Measures of information, entropy (94A17)

Related Items (3)

A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem ⋮ An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints ⋮ Minimally informative distributions with given rank correlation for use in uncertainty analysis

Cites Work

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• The role of duality in optimization problems involving entropy functionals with applications to information theory
• Quadratically constrained minimum cross-entropy analysis
• Minimum cross-entropy analysis with entropy-type constraints
• Information Theory and Statistical Mechanics
• Maximum Entropy Condition in Queueing Theory
• Quadratically Constrained Information Theoretic Analysis
• Maximum Entropy Analysis of Multiple-server Queueing Systems
• Extremal principles and optimization dualities for khinchin-kullback-leibler estimation

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