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Minimum entropy of error principle in estimation
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic.
Luleå tekniska universitet.
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic.
1994 (Engelska)Ingår i: Information Sciences, ISSN 0020-0255, E-ISSN 1872-6291, Vol. 79, nr 1-2, s. 123-144Artikel i tidskrift (Refereegranskat) Published
Abstract [en]

The principle of minimum error entropy estimation as found in the work of Weidemann and Stear is reformulated as a problem of finding optimum locations of probability densities in a given mixture such that the resulting (differential) entropy is minimized. New results concerning the entropy lower bound are derived. Continuity of the entropy and attaining the minimum entropy are proved in the case where the mixture is finite. Some other examples and situations, in particular that of symmetric unimodal densities, are studied in more detail

Ort, förlag, år, upplaga, sidor
1994. Vol. 79, nr 1-2, s. 123-144
Nationell ämneskategori
Matematisk analys
Forskningsämne
Matematik
Identifikatorer
URN: urn:nbn:se:ltu:diva-5107Lokalt ID: 32179c80-0d70-11de-9d3e-000ea68e967bOAI: oai:DiVA.org:ltu-5107DiVA, id: diva2:977981
Anmärkning
Godkänd; 1994; 20090310 (andbra)Tillgänglig från: 2016-09-29 Skapad: 2016-09-29 Senast uppdaterad: 2017-11-21Bibliografiskt granskad

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