Yu. S. Popkov, “Asymptotic efficiency of maximum entropy estimates”, Dokl. RAN. Math. Inf. Proc. Upr., 2020, Volume 493,Pages <nobr>104

This article is cited in 3 papers

CONTROL PROCESSES

Asymptotic efficiency of maximum entropy estimates

Yu. S. Popkov^ab

^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

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.

UDC: 51-7

Received: 06.04.2020
Revised: 11.05.2020
Accepted: 23.05.2020

DOI: 10.31857/S2686954320040165