On Maximum Entropy Density Estimation with Relaxed Moment Constraints
We study Maximum Entropy density estimation on continuous domains under finitely many moment constraints, formulated as the minimization of the Kullback–Leibler divergence with respect to a reference measure. To model uncertainty in empirical moments, constraints are relaxed through convex penalty f...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2026-03-01
|
| Col·lecció: | Entropy |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1099-4300/28/3/282 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|