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A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean

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Date
2014-02-24
Author
Gzyl, Henryk
ter Horst, Enrique

Citación

       
TY - GEN T1 - A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean UR - http://hdl.handle.net/10726/5127 PB - MDPI AG AB - ER - @misc{10726_5127, author = {Gzyl Henryk and ter Horst Enrique}, title = {A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean}, language = {eng}, orcid = {ter Horst, Enrique [0000-0001-5153-1475]}, scopus = {Gzyl, Henryk [6701665186]}, scopus = {ter Horst, Enrique [49561184500]}, year1 = {2023-06-21T22:23:11Z}, year2 = {2023-06-21T22:23:11Z}, abstract2 = {There are two entropy-based methods to deal with linear inverse problems, which we shall call the ordinary method of maximum entropy (OME) and the method of maximum entropy in the mean (MEM). Not only does MEM use OME as a stepping stone, it also allows for greater generality. First, because it allows to include convex constraints in a natural way, and second, because it allows to incorporate and to estimate (additive) measurement errors from the data. Here we shall see both methods in action in a specific example. We shall solve the discretized version of the problem by two variants of MEM and directly with OME. We shall see that OME is actually a particular instance of MEM, when the reference measure is a Poisson Measure.}, instname = {instname:Colegio de Estudios Superiores de Administración – CESA}, reponame = {reponame:Biblioteca Digital – CESA}, typedrive = {info:eu-repo/semantics/article}, url = {http://hdl.handle.net/10726/5127} }RT Generic T1 A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean LK http://hdl.handle.net/10726/5127 PB MDPI AG AB OL Spanish (121)
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Abstract
There are two entropy-based methods to deal with linear inverse problems, which we shall call the ordinary method of maximum entropy (OME) and the method of maximum entropy in the mean (MEM). Not only does MEM use OME as a stepping stone, it also allows for greater generality. First, because it allows to include convex constraints in a natural way, and second, because it allows to incorporate and to estimate (additive) measurement errors from the data. Here we shall see both methods in action in a specific example. We shall solve the discretized version of the problem by two variants of MEM and directly with OME. We shall see that OME is actually a particular instance of MEM, when the reference measure is a Poisson Measure.
DOI
https://doi.org/10.3390/e16021123
URI
http://hdl.handle.net/10726/5127
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  • Artículos y borradores de administración – Working papers [230]

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