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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 493, Pages 104–107
DOI: https://doi.org/10.31857/S2686954320040165 (Mi danma104) 		 
This article is cited in 3 scientific papers (total in 3 papers)

CONTROL PROCESSES

Asymptotic efficiency of maximum entropy estimates

Yu. S. Popkovab

a Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russian Federation
b V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russian Federation
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DOI: https://doi.org/10.31857/S2686954320040165
Abstract: The problem of entropy estimation of probability density functions with allowance for real data is posed (the maximum entropy estimation (MEE) problem). Global existence conditions for the implicit dependence of Lagrange multipliers on data collection are obtained. The asymptotic efficiency of maximum entropy estimates is proved.
Keywords: entropy estimation, density functions, Lagrange multipliers, vector field rotation, asymptotic efficiency.
Funding agency Grant number
Russian Foundation for Basic Research 20–07–00470
This study was supported by the Russian Foundation for Basic Research, project no. 20-07-00470.
Received: 06.04.2020
Revised: 11.05.2020
Accepted: 23.05.2020
English version:
Doklady Mathematics, 2020, Volume 102, Issue 1, Pages 350–352
DOI: https://doi.org/10.1134/S106456242004016X
Bibliographic databases:
Document Type: Article
UDC: 51-7
Language: Russian
Citation: Yu. S. Popkov, “Asymptotic efficiency of maximum entropy estimates”, Dokl. RAN. Math. Inf. Proc. Upr., 493 (2020), 104–107; Dokl. Math., 102:1 (2020), 350–352
Citation in format AMSBIB
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\paper Asymptotic efficiency of maximum entropy estimates
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\elib{https://elibrary.ru/item.asp?id=43795356}
\transl
\jour Dokl. Math.
\yr 2020
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\crossref{https://doi.org/10.1134/S106456242004016X}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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