Qualitative Properties of Randomized Maximum Entropy Estimates of Probability Density Functions

• Published in: Mathematics
• Main Author: Yuri S. Popkov
• Format: Text
• Language: English
• Published: Multidisciplinary Digital Publishing Institute 2021
• Subjects: randomized maximum entropy estimation; probability density functions; Lagrange multipliers; Lyapunov-type problems; implicit function; rotation of vector field; asymptotic efficiency; thermokarst lakes; forecasting; Lagrange; Thermokarst; Siberia
• Online Access: https://doi.org/10.3390/math9050548

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...