ISSN:
1436-4646
Schlagwort(e):
Convex Programming
;
Maximum Entropy Problem
;
Forecasting Models
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Informatik
,
Mathematik
Notizen:
Abstract This paper describes a method to solve large sparse maximum entropy problems with linear equality constraints using Newtons and the conjugate gradient method. A numerical example is given to introduce the reader to possible applications of entropy models and this method. Some experience from large scale problems is also reported.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01588310