Qualitative Properties of Randomized Maximum Entropy Estimates of Probability Density Functions

Qualitative Properties of Randomized Maximum Entropy Estimates of Probability Density Functions

The problem of randomized maximum entropy estimation for the probability density function of random model parameters with real data and measurement noises was formulated. This estimation procedure maximizes an information entropy functional on a set of integral equalities depending on the real data...

Full description

Bibliographic Details
Main Author: Yuri S. Popkov
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Mathematics
Subjects:
randomized maximum entropy estimation
probability density functions
Lagrange multipliers
Lyapunov-type problems
implicit function
rotation of vector field
Online Access:https://www.mdpi.com/2227-7390/9/5/548

Internet

https://www.mdpi.com/2227-7390/9/5/548

Similar Items