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| Computing Maximum Entropy Densities: A Hybrid Approach
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Full
text: |
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Source |
Signal Processing: An International Journal (SPIJ) |
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Table of Contents |
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Complete Issue PDF(1.87MB) |
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Volume: 4 Issue: 2 |
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Pages: 68-137 |
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Publication
Date: May 2010 |
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ISSN
(Online): 1985-2339 |
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Pages |
114 - 122 |
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Author(s) |
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Published
Date |
10-06-2010 |
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Publisher |
CSC
Journals, Kuala Lumpur,
Malaysia |
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ADDITIONAL
INFORMATION |
| Keywords Abstract References Cited by Related Articles Collaborative
Colleague |
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KEYWORDS: Maximum entropy principle (MEP), maximum entropy density (MaxEnt density), Lagrangian multiplier, Newton's method, hybrid algorithm |
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| This paper proposes a hybrid method to calculate the maximum entropy (MaxEnt) density subject to known moment constraints, which combines the linear equation (LE) method and Newton¡¯s method together. The new approach is more computationally efficient than ordinary Newton¡¯s method as it usually takes fewer Newton iterations to reach the final solution. Compared with the simple LE method, the hybrid algorithm will produce a more accurate solution. Numerical examples confirm the excellent performance of the proposed method. |
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| Badong Chen : Colleagues
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| Jinchun Hu : Colleagues
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| Yu Zhu : Colleagues
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