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maximum entropy method

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  • Maximum entropy thermodynamics — In physics, maximum entropy thermodynamics (colloquially, MaxEnt thermodynamics) views equilibrium thermodynamics and statistical mechanics as inference processes. More specifically, MaxEnt applies inference techniques rooted in Shannon… …   Wikipedia

  • Maximum entropy spectral estimation — The maximum entropy method applied to spectral density estimation. The overall idea is that the maximum entropy rate stochastic process that satisfies the given constant autocorrelation and variance constraints, is a linear Gauss Markov process… …   Wikipedia

  • Maximum entropy spectral analysis — (MaxEnt spectral analysis) is a method of improving spectral quality based on the principle of maximum entropy. It is simply the application of maximum entropy modeling to any type of spectrum and is used in all fields where data is presented in… …   Wikipedia

  • Principle of maximum entropy — This article is about the probability theoretic principle. For the classifier in machine learning, see maximum entropy classifier. For other uses, see maximum entropy (disambiguation). Bayesian statistics Theory Bayesian probability Probability… …   Wikipedia

  • Cross-entropy method — The cross entropy (CE) method attributed to Reuven Rubinstein is a general Monte Carlo approach to combinatorial and continuous multi extremal optimization and importance sampling. The method originated from the field of rare event simulation,… …   Wikipedia

  • Maximum-Entropie-Methode — Die Maximum Entropie Methode oder MEM ist eine Methode der Bayesischen Statistik, die erlaubt, trotz mangelhafter problemspezifischer Information eine A priori Wahrscheinlichkeit zuzuweisen. Sie ersetzt frühere Ansätze wie etwa das von Laplace… …   Deutsch Wikipedia

  • Entropy — This article is about entropy in thermodynamics. For entropy in information theory, see Entropy (information theory). For a comparison of entropy in information theory with entropy in thermodynamics, see Entropy in thermodynamics and information… …   Wikipedia

  • Maximum spacing estimation — The maximum spacing method tries to find a distribution function such that the spacings, D(i), are all approximately of the same length. This is done by maximizing their geometric mean. In statistics, maximum spacing estimation (MSE or MSP), or… …   Wikipedia

  • Entropy (classical thermodynamics) — In thermodynamics, entropy is a measure of how close a thermodynamic system is to equilibrium. A thermodynamic system is any physical object or region of space that can be described by its thermodynamic quantities such as temperature, pressure,… …   Wikipedia

  • Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

  • Entropy (statistical thermodynamics) — In thermodynamics, statistical entropy is the modeling of the energetic function entropy using probability theory. The statistical entropy perspective was introduced in 1870 with the work of the Austrian physicist Ludwig Boltzmann. Mathematical… …   Wikipedia

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