Consistency and generalization bounds for maximum entropy density estimation

DOI10.3390/E15125439zbMATH Open1345.62024OpenAlexW2093541146MaRDI QIDQ280753FDOQ280753

Shaojun Wang, Russell Greiner, Shaomin Wang

Publication date: 10 May 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15125439

zbMATH Keywords

consistencydensity estimationgeneralization boundmaximum entropy principle

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07)

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Cited In (8)

• Maximum-entropy inference and inverse continuity of the numerical range
• Learning Theory
• Minimax rates for conditional density estimation via empirical entropy
• Maximum Entropy Distribution Estimation with Generalized Regularization
• Using Maximum Entropy and Generalized Belief Propagation in Estimation of Distribution Algorithms
• Nonparametric e-Mixture Estimation
• Maximum entropy in the mean methods in propensity score matching for interval and noisy data
• Convexity inequalities for estimating generalized conditional entropies from below

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