Results 31 to 40 of about 128,370 (210)
Generalized maximum entropy estimation
ISSN:1532 ...
Sutter, Tobias (author) +3 more
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Utility Function from Maximum Entropy Principle
Recently we used the maximum entropy principle for finding the price density in a multi agent insurance market. The result is similar to what the Buhlmann had obtained by maximizing the utility function.
Amir H. Darooneh
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Tail Risk Constraints and Maximum Entropy
Portfolio selection in the financial literature has essentially been analyzed under two central assumptions: full knowledge of the joint probability distribution of the returns of the securities that will comprise the target portfolio; and investors ...
Donald Geman +2 more
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Maximum entropy models capture melodic styles
We introduce a Maximum Entropy model able to capture the statistics of melodies in music. The model can be used to generate new melodies that emulate the style of a given musical corpus.
Jason Sakellariou +3 more
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Some Notes on Maximum Entropy Utility
The maximum entropy principle is effective in solving decision problems, especially when it is not possible to obtain sufficient information to induce a decision.
Eun Young Kim, Byeong Seok Ahn
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Maximum Entropies Copulas [PDF]
New families of copulas are obtained in a two-step process : first considering the inverse problem which consists of finding a joint distribution from its given marginals as the constrained maximization of some entropies (Shannon, Rényi, Burg, Tsallis-Havrda-Charvàt), and then using Sklar's theorem, to define the corresponding copula.
Doriano-Boris Pougaza +4 more
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Maximum Entropy Models for Quantum Systems
We show that for a finite von Neumann algebra, the states that maximise Segal’s entropy with a given energy level are Gibbs states. This is a counterpart of the classical result for the algebra of all bounded linear operators on a Hilbert space and von ...
Andrzej Łuczak +2 more
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There are two entropy-based methods to deal with linear inverse problems, which we shall call the ordinary method of maximum entropy (OME) and the method of maximum entropy in the mean (MEM).
Henryk Gzyl, Enrique ter Horst
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Multivariate Maximum Entropy Spectrum
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Maximum Entropy Principle in Image Restoration
Many imaging systems are faced with the problem of estimating a true image from a degraded dataset. In such systems, the image degradation is translated into a convolution with a Point Spread Function (PSF) and addition of noise.
PETROVICI, M.-A., DAMIAN, C., COLTUC, D.
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