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Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Bayesian interpretation Generalized empirical likelihood maximum entropy
2012/3/1
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian app...
An Efficient Algorithm for Maximum-Entropy Extension of Block-Circulant Covariance Matrices
Efficient Algorithm Maximum-Entropy Extension Block-Circulant Covariance Matrices Optimization and Control
2011/9/5
Abstract: This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary ...
Determination of maximum entropy probability distribution via Burg's measure of entropy
Burg’s measure of entropy Maximum entropy principle Wavelet
2010/9/14
In this paper, we consider the methods of obtaining maximum entropy multivariate distributions via Burg’s measure of entropy under the constraints that the marginal distributions or the marginals and ...
Determination of maximum entropy multivariate probability distribution under some constraints
Entropy Maximum entropy principle Density estimation
2010/9/14
In this paper, the methods of obtaining maximum entropy bivariate distributions under the constraints, that one of the marginal distributions, both of marginals, or the marginals and correlation betwe...
Maximum Entropy-Based Fuzzy Clustering by Using L1-norm Space
Fuzzy c-means Maximum Entropy Structure Strength Number of Clusters L1-norm Space
2010/2/26
One of the most important methods in analysis of large data sets is clustering. These methods are not only major tools to uncover the underlying structures of a given data set, but also promising tool...