Generalized maximum entropy estimation

zbMath1441.62146arXiv1708.07311MaRDI QIDQ5214230

Peyman Mohajerin Esfahani, David Sutter, John Lygeros, Tobias Sutter

Publication date: 7 February 2020

Full work available at URL: https://arxiv.org/abs/1708.07311

zbMATH Keywords

convex optimizationapproximate dynamic programmingentropy maximizationfast gradient methodrelative entropy minimization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Convex programming (90C25) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Cites Work

• Smooth minimization of non-smooth functions
• First-order methods of smooth convex optimization with inexact oracle
• The Bernstein polynomial basis: a centennial retrospective
• On general minimax theorems
• Approximating integrals of multivariate exponentials: A moment approach
• I-divergence geometry of probability distributions and minimization problems
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Introductory lectures on convex optimization. A basic course.
• A derivative matching approach to moment closure for the stochastic logistic model
• Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization
• Efficient Approximation of Quantum Channel Capacities
• Efficient Approximation of Channel Capacities
• On the convergence rate of a modified Fourier series
• Entropy concentration and the empirical coding game
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• Probability Theory
• Constrained Average Cost Markov Control Processes in Borel Spaces
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
• Entropy, optimization and counting
• High-dimensional integration: The quasi-Monte Carlo way
• A Randomized Rounding Approach to the Traveling Salesman Problem
• Conditional expectation in an operator algebra. IV. Entropy and information
• On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalized maximum entropy estimation