Asymptotic efficiency of maximum entropy estimates

DOI10.1134/S106456242004016XzbMath1477.62025OpenAlexW3093075953MaRDI QIDQ2243784

Yuri S. Popkov

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106456242004016x

zbMATH Keywords

Lagrange multipliersasymptotic efficiencydensity functionsentropy estimationvector field rotation

Mathematics Subject Classification ID

Density estimation (62G07) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) General theory of finite-dimensional Hamiltonian and Lagrangian systems, Hamiltonian and Lagrangian structures, symmetries, invariants (37J06)

Related Items (2)

Randomization and entropy in machine learning and data processing ⋮ Entropy-randomized projection

Uses Software

• ElemStatLearn

Cites Work

• Entropy-robust randomized forecasting under small sets of retrospective data
• The elements of statistical learning. Data mining, inference, and prediction
• Unnamed Item

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