Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

zbMATH Open1413.62131MaRDI QIDQ4638549FDOQ4638549

Authors: Vladimíra Sečkárová 

Publication date: 26 April 2018

Full work available at URL: http://www.math.bas.bg/pliska/Pliska-24/Pliska-24-2015-181-188.pdf

Recommendations

• Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences
• Dynamic estimation of evidence discounting rates based on information credibility
• A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
• Minimum cross-entropy estimation with inaccurate side information
• scientific article; zbMATH DE number 3888705

zbMATH Keywords

Kullback-Leibler divergenceminimum cross-entropy principledynamic diffusion estimation

Mathematics Subject Classification ID

Sequential estimation (62L12) Measures of information, entropy (94A17)

This page was built for publication: Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4638549)