Qualitative Properties of Randomized Maximum Entropy Estimates of Probability Density Functions

• Published in: Mathematics
• Main Author: Yuri S. Popkov
• Format: Article in Journal/Newspaper
• Language: English
• Published: MDPI AG 2021
• Subjects: randomized maximum entropy estimation; probability density functions; Lagrange multipliers; Lyapunov-type problems; implicit function; rotation of vector field; Mathematics; QA1-939; Lagrange; Thermokarst; Siberia
• Online Access: https://doi.org/10.3390/math9050548; https://doaj.org/article/555f4df5ad7e43869a20acb13498a4d2

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...