Maximum entropy and robust prediction on a simplex

DOI10.1109/18.761257MaRDI QIDQ4701367zbMATH OpenOpenAlexFDO

Authors H. Vincent Poor

Publication date 21 November 1999

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.761257

zbMATH Keywords

modeling uncertaintyrobust predictionapproximate stochastic realizationmaximization of spectral entropy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Measures of information, entropy (94A17)

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