A class of algorithms for approximation of the maximum entropy estimate of probability density functions on the basis of a finite number of sampled data is introduced. The algorithms are presented as a finite sequence in order of increasing accuracy and decreasing computational efficiency in which the last element of the sequence is the exact maximum entropy estimate. Numerical and applicative examples are reported.
Efficient Numerical Approximation of Maximum Entropy Estimates
BALESTRINO, ALDO;CRISOSTOMI, EMANUELE
2006-01-01
Abstract
A class of algorithms for approximation of the maximum entropy estimate of probability density functions on the basis of a finite number of sampled data is introduced. The algorithms are presented as a finite sequence in order of increasing accuracy and decreasing computational efficiency in which the last element of the sequence is the exact maximum entropy estimate. Numerical and applicative examples are reported.File in questo prodotto:
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