Generalized cross entropy method for estimating joint distribution from incomplete information

DOI10.1016/j.physa.2016.02.023zbMath1400.62119OpenAlexW2275566407MaRDI QIDQ1619498

Hai-Yan Xu, Guoqi Li, Daxuan Zhao, Erika Fille T. Legara, Shyh-Hao Kuo, Christopher P. Monterola

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.02.023

zbMATH Keywords

demographymaximum entropyjoint distributionminimum discrimination informationhousehold profileKL distance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Mathematical geography and demography (91D20) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• Cross-entropy measure of uncertain variables
• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
• Invexity and the Kuhn-Tucker theorem
• Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
• On the recovery of joint distributions from limited information
• A tutorial on the cross-entropy method
• Information Theory and Statistical Mechanics
• On Information and Sufficiency

This page was built for publication: Generalized cross entropy method for estimating joint distribution from incomplete information