搜索结果: 16-30 共查到“统计学 entropy”相关记录30条 . 查询时间(0.208 秒)
Asymptotic optimality of the cross-entropy method for Markov chain problems
Asymptotic optimality cross-entropy method Markov chain problems
2010/3/11
The correspondence between the cross-entropymethod and the zero-variance
approximation to simulate a rare event problem in Markov chains is shown. This
leads to a sufficient condition that the cross...
Analytical continuation of imaginary axis data using maximum entropy
Analytical continuation imaginary axis data maximum entropy
2010/3/9
We study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data
from imaginary times to real frequencies. The total error is divided in a statistical error, due to
the no...
Sharp Bounds on the Entropy of the Poisson Law and Related Quantities
Sharp Bounds Entropy Poisson Law Related Quantities
2010/3/9
One of the difficulties in calculating the capacity of
certain Poisson channels is that H(), the entropy of the Poisson
distribution with mean , is not available in a simple form. In
this work we...
TSALEIS' ENTROPY BOUNDS FOR GENERALIZED ORDER STATISTICS
Generalized order statistics order statistics progressive type I1 censored order statistics
2009/9/21
We present sharp bounds for expectations of generalized
order statistics with random indices expressed in terms of Tsallis'
entropy. The bounds are attainable and provide new characterizations
of s...
METRIC ENTROPY AND THE SMALL DEVIATION PROBLEM FOR STABLE PROCESSES
Small deviation lower tail probability Gaussian processes stable processes metric entropy
2009/9/18
The famous connection between metric entropy and
small deviation probabilities of Gaussian processes was discovered by
Kuelbs and Li in [6] and completed by Li and Linde in [9]. The
question whethe...
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Metric entropy class of distribution functions
2009/3/19
Metric entropy of the class of probability distribution functions on [0,1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian mo...
A relation between dimension of the harmonic measure，entropy and drift for a random walk on a hyperbolic space
harmonic measure entropy drift hyperbolic space
2009/3/19
We establish in this paper an exact formula which links the dimension of the harmonic measure, the asymptotic entropy and the rate of escape for a random walk on a discrete subgroup of the isometry gr...
Characterizations of the Distributions of Power Inverse Gaussian and Others Based on the Entropy Maximization Principle
entropy maximization principle generalized Gumbel distribution power Birnbaum-Saunders distribution power inverse Gaussian distribution
2009/3/10
This paper characterizes the distributions of power inverse Gaussian and others based on the entropy maximization principle (E.M.P.) and discuss the relationships of these distributions to the log-nor...
Estimation of Linear Functions of Ordered Scale Parameters of Two Gamma Distributions under Entropy Loss
Admissible estimator entropy loss MLE reciprocal of scale parameter unbiased estimator
2009/3/5
The problem of estimating linear functions of ordered scale parameters of two Gamma distributions is considered under entropy loss. A necessary and sufficient condition for the maximum likelihood esti...
A posteriori disclosure risk measure for tabular data based on conditional entropy
statistical disclosure control statistical databases tabular data security
2009/2/23
Statistical database protection, also known as Statistical Disclosure Control (SDC), is a part of information security which tries to prevent published statistical information (tables, individual reco...
Maximum Entropy Discrimination Markov Networks
Maximum entropy discrimination Markov networks Bayesian max-margin Markov networks Laplace max-margin Markov networks Structured prediction.
2010/3/17
Standard maximum margin structured prediction methods lack a straightforward probabilistic
interpretation of the learning scheme and the prediction rule. Therefore its unique
advantages such as dual...
From Physics to Economics: An Econometric Example Using Maximum Relative Entropy
econophyisics econometrics entropy maxent bayesPACS
2010/3/17
Econophysics, is based on the premise that some ideas and methods from physics
can be applied to economic situations. We intend to show in this paper how a
physics concept such as entropy can be app...
Product probability property, known in the literature as statistical
independence, is examined first. Then generalized entropies are introduced, all
of which give generalizations to Shannon entropy....
Inferring Markov Chains：Bayesian Estimation，Model Comparison，Entropy Rate，and Out-of-class Modeling
Markov Chains Bayesian Estimation Model Comparison Entropy Rate Out-of-class Modeling
2010/4/27
Markov chains are a natural and well understood tool for describing one-dimensional patterns in
time or space. We show how to infer k-th order Markov chains, for arbitrary k, from finite data
by app...
From e-entropy to KL-entropy：Analysis of minimum information complexity density estimation
Bayesian posterior distribution minimum description length density estimation
2010/4/26
We consider an extension of "-entropy to a KL-divergence based
complexity measure for randomized density estimation methods. Based
on this extension, we develop a general information-theoretical ine...