On an approximative solution to the marginal problem

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00330971" target="_blank" >RIV/67985556:_____/09:00330971 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On an approximative solution to the marginal problem

Original language description

With the aid of the Maximum Entropy principle, a solution to the marginal problem is obtained in a form of parametric exponential (Gibbs-Markov) distribution. The unknown parameters can be calculated by an optimization procedure that agrees with the maximum likelihood estimate but it is numerically hardly feasible for highly dimensional systems. A numerically easily feasible solution can be obtained by the algebraic Möbius formula. The formula, unfortunately, involves terms that are not directly available but can be approximated. And the main aim of the present paper consists in this approximation.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

WUPES'09

ISBN

978-80-245-1543-4

ISSN

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e-ISSN

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Number of pages

8

Pages from-to

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Publisher name

University of Economics Prague

Place of publication

Praha

Event location

Liblice

Event date

Sep 19, 2009

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

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