Empirical Maximum Entropy Methods
Marián Grendár
Abstract
Marián Grendár
Abstract
Abstract. A method, which we suggest to call the Empirical Maximum Entropy method, is implicitly present at Maximum Entropy Empirical Likelihood method, as its special, non-parametric case. From this vantage point the entropy-based empirical approach to estimation is surveyed.
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Abstract. A method, which we suggest to call the Empirical Maximum Entropy method, is implicitly present at Maximum Entropy Empirical Likelihood method, as its special, non-parametric case. From this vantage point the entropy-based empirical approach to estimation is surveyed.
Key concepts: Principle of maximum entropy, Maximum entropy spectral estimation, Maximum entropy probability distribution, Entropy (arrow of time), Empirical likelihood, Parametric statistics, Empirical research, Maximum entropy thermodynamics