Approximate maximum entropy on the mean for instrumental variable regression

DOI10.1016/J.SPL.2012.02.006zbMATH Open1241.62057OpenAlexW2159122877MaRDI QIDQ433589FDOQ433589

Authors: Jean-Michel Loubes, Paul Rochet 

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.006

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zbMATH Keywords

inverse problem

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Bayesian methods and maximum entropy for ill-posed inverse problems
• Probabilistic approach to an image reconstruction problem
• Maximum entropy solution to ill-posed inverse problems with approximately known operator
• Inverse problems as statistics
• Adaptive Image Reconstruction Using Information Measures
• Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality
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• Partially-Finite Programming in $L_1 $ and the Existence of Maximum Entropy Estimates
• Bayesian methods for a particular inverse problem: seismic topography
• Maximum entropy estimation for survey sampling

Cited In (2)

• Regularization with approximated \(L^2\) maximum entropy method
• Maximum entropy in the mean methods in propensity score matching for interval and noisy data

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