Efficient numerical approximation of maximum entropy estimates

DOI10.1080/00207170600818373MaRDI QIDQ5485934zbMATH OpenOpenAlexFDO

Authors Aldo Balestrino, Andrea Caiti, Emanuele Crisostomi

Publication date 4 September 2006

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170600818373

Mathematics Subject Classification ID

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

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Cites work

• An efficient algorithm to compute maximum entropy densities
• Calculation of maximum entropy densities with application to income distribution
• Information Theory and Statistical Mechanics
• Information-based complexity and nonparamteric worst-case system identification
• Solution of the general moment problem via a one-parameter imbedding
• The MinMax information measure

Cited in

(19)

• Parallel Monte Carlo for entropy-robust estimation
• Maximum entropy reconstruction using derivative information. II: Computational results
• DETERMINATION OF UNBIASED RECONSTRUCTIONS
• Efficient global maximum likelihood estimation through kernel methods
• Fourier-Legendre approximation of a probability density from discrete data
• A simple parameter-free entropy correction for approximate Riemann solvers
• A fast Newton algorithm for entropy maximization in phase determination
• Choice of approximation bases used in computational functional algorithms for approximating probability densities for a given sample
• Rules of proof for maximal entropy inference
• Asymptotic efficiency of maximum entropy estimates
• Estimation and optimization of MLE maximum entropy probability density
• An efficient algorithm to generate maximum entropy distributions
• Determining maximal entropy functions for objective Bayesian inductive logic
• Best probability density function for random sampled data
• Optimization and large scale computation of an entropy-based moment closure
• Maximum entropy estimation of density and regression functions
• A new reliability based optimization of tuned mass damper parameters using energy approach
• Objective Bayesian Nets for Integrating Consistent Datasets
• Approximate profile maximum likelihood

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