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Digitale Medien

On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems (1993)

Borwein, Jonathan M.

Springer

Mathematical programming 61 (1993), S. 251-261

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ISSN: 1436-4646

Schlagwort(e): Primary 94A12, 90C48, 45B05 ; Secondary 94A27, 49J27 ; Boltzmann—Shannon entropy ; maximum entropy estimates ; Fenchel duality ; Fredholm equations ; Lagrange multipliers ; dual convex programs ; duality gaps ; regularization ; penalization

Quelle: Springer Online Journal Archives 1860-2000

Thema: Informatik , Mathematik

Notizen: Abstract We analyse several examples where the maximum entropy solution to a system of equations exists but fails to satisfy the natural (dual) formula. These examples highlight the role that finiteness of the number of constraints has in the efficacy of maximum entropy type estimation and reconstruction. We also provide two regularization processes which repair the problem.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01582150

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