Nonparametric Maximum Entropy
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:37:53Z | |
dc.date.available | 2019-12-02T10:37:53Z | |
dc.date.issued | 1993 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57524 | |
dc.description.abstract | The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting is presented, and the class of the resulting solutions is identified to be a class of Markov processes. The proof is based on a string of information theoretic arguments developed in Choi and Cover's derivation of Burg's maximum entropy spectrum. A framework for the practical implementation of the proposed method is also presented, in the context of both continuous and discrete data. © 1993, IEEE. All rights reserved. | en |
dc.source | IEEE Transactions on Information Theory | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0027629491&doi=10.1109%2f18.243458&partnerID=40&md5=b909ce1959660f9482e2af47f827f7a7 | |
dc.subject | Mathematical models | en |
dc.subject | Regression analysis | en |
dc.subject | Nonlinear time series | en |
dc.subject | Information theory | en |
dc.subject | Nonparametric estimation | en |
dc.subject | Random processes | en |
dc.subject | Markov processes | en |
dc.subject | Theorem proving | en |
dc.subject | Parameter estimation | en |
dc.subject | Error analysis | en |
dc.subject | Spectrum analysis | en |
dc.subject | Maximum entropy | en |
dc.subject | Time series analysis | en |
dc.subject | Formal logic | en |
dc.subject | Binary sequences | en |
dc.subject | Index Terms | en |
dc.subject | Markov processes maximum entropy nonlinear time series nonparametric estimation | en |
dc.title | Nonparametric Maximum Entropy | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/18.243458 | |
dc.description.volume | 39 | |
dc.description.issue | 4 | |
dc.description.startingpage | 1409 | |
dc.description.endingpage | 1413 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :2</p> | en |
dc.source.abbreviation | IEEE Trans.Inf.Theory | en |
Files in this item
Files | Size | Format | View |
---|---|---|---|
There are no files associated with this item. |