Download or read book The Maximum Entropy Method and Its Economic Applications written by Zhen Jin and published by . This book was released on 2004 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Maximum Entropy Method written by Nailong Wu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forty years ago, in 1957, the Principle of Maximum Entropy was first intro duced by Jaynes into the field of statistical mechanics. Since that seminal publication, this principle has been adopted in many areas of science and technology beyond its initial application. It is now found in spectral analysis, image restoration and a number of branches ofmathematics and physics, and has become better known as the Maximum Entropy Method (MEM). Today MEM is a powerful means to deal with ill-posed problems, and much research work is devoted to it. My own research in the area ofMEM started in 1980, when I was a grad uate student in the Department of Electrical Engineering at the University of Sydney, Australia. This research work was the basis of my Ph.D. the sis, The Maximum Entropy Method and Its Application in Radio Astronomy, completed in 1985. As well as continuing my research in MEM after graduation, I taught a course of the same name at the Graduate School, Chinese Academy of Sciences, Beijingfrom 1987to 1990. Delivering the course was theimpetus for developing a structured approach to the understanding of MEM and writing hundreds of pages of lecture notes.
Download or read book The Method of Maximum Entropy written by Henryk Gzyl and published by World Scientific. This book was released on 1995 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics. This yearly event aims at acquainting graduate students and university teachers with the trends, techniques and open problems of current interest. In this book the author reviews several versions of the maximum entropy method and makes its underlying philosophy clear.
Download or read book Maximum entropy Models in Science and Engineering written by Jagat Narain Kapur and published by John Wiley & Sons. This book was released on 1989 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Is The First Comprehensive Book About Maximum Entropy Principle And Its Applications To A Diversity Of Fields Like Statistical Mechanics, Thermo-Dynamics, Business, Economics, Insurance, Finance, Contingency Tables, Characterisation Of Probability Distributions (Univariate As Well As Multivariate, Discrete As Well As Continuous), Statistical Inference, Non-Linear Spectral Analysis Of Time Series, Pattern Recognition, Marketing And Elections, Operations Research And Reliability Theory, Image Processing, Computerised Tomography, Biology And Medicine. There Are Over 600 Specially Constructed Exercises And Extensive Historical And Bibliographical Notes At The End Of Each Chapter.The Book Should Be Of Interest To All Applied Mathematicians, Physicists, Statisticians, Economists, Engineers Of All Types, Business Scientists, Life Scientists, Medical Scientists, Radiologists And Operations Researchers Who Are Interested In Applying The Powerful Methodology Based On Maximum Entropy Principle In Their Respective Fields.
Download or read book Maximum Entropy in Action written by Brian Buck and published by Oxford : Clarendon Press ; New York : Oxford University Press. This book was released on 1991 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of introductory, interdisciplinary articles and lectures covering the fundamentals of the maximum entropy approach, a powerful new technique that provides a much needed extension of the established principles of rational inference in the sciences. Maximum entropy allows the interpretation of incomplete and "noisy" data, providing a description of the underlying physical systems. It has found application in both practical and theoretical studies ranging from image enhancement to nuclear physics, and from statistical mechanics to economics. The work explores these applications with specific problems of data analysis taken from the physical sciences. It will interest all physical scientists who deal with data and its interpretation, including statisticians and statistical physicists.
Download or read book Maximum Entropy Economics written by Ellis Scharfenaker and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Frontiers In Entropy Across The Disciplines Panorama Of Entropy Theory Computation And Applications written by M Zuhair Nashed and published by World Scientific. This book was released on 2022-08-30 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: Frontiers in Entropy Across the Disciplines presents a panorama of entropy emphasizing mathematical theory, physical and scientific significance, computational methods, and applications in mathematics, physics, statistics, engineering, biomedical signals, and signal processing.In the last century classical concepts of entropy were introduced in the areas of thermodynamics, information theory, probability theory, statistics, dynamical systems, and ergodic theory. During the past 50 years, dozens of new concepts of entropy have been introduced and studied in many disciplines. This volume captures significant developments in this arena. It features expository, review, and research papers by distinguished mathematicians and scientists from many disciplines. The level of mathematics ranges from intermediate level to research level. Each chapter contains a comprehensive list of references. Topics include entropy and society, entropy and time, Souriau entropy on symplectic model of statistical physics, new definitions of entropy, geometric theory of heat and information, maximum entropy in Bayesian networks, maximum entropy methods, entropy analysis of biomedical signals (review and comparison of methods), spectral entropy and its application to video coding and speech coding, a comprehensive review of 50 years of entropy in dynamics, a comprehensive review on entropy, entropy-like quantities and applications, topological entropy of multimodal maps, entropy production in complex systems, entropy production and convergence to equilibrium, reversibility and irreversibility in entropy, nonequilibrium entropy, index of various entropy, entropy and the greatest blunder ever.
Download or read book Applications of the Maximum Entropy Method in Decision Analysis written by Zhi Tian and published by . This book was released on 1998 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applications of the Maximum Entropy Principle to Time Dependent Processes written by Johann-Heinrich Christiaan Schonfeldt and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The maximum entropy principle, pioneered by Jaynes, provides a method for finding the least biased probability distribution for the description of a system or process, given as prior information the expectation values of a set (in general, a small number) of relevant quantities associated with the system. The maximum entropy method was originally advanced by Jaynes as the basis of an information theory inspired foundation for equilibrium statistical mechanics. It was soon realised that the method is very useful to tackle several problems in physics and other fields. In particular it constitutes a powerful tool for obtaining approximate and sometimes exact solutions to several important partial differential equations of theoretical physics. In Chapter 1 a brief review of Shannon's information measure and Jaynes' maximum entropy formalism is provided. As an illustration of the maximum entropy principle a brief explanation of how it can be used to derive the standard grand canonical formalism in statistical mechanics is given. The work leading up to this thesis has resulted in the following publications in peer-review research journals: J.-H. Sch??nfeldt and A.R. Plastino, Maximum entropy approach to the collisional Vlasov equation: Exact solutions, Physica A, 369 (2006) 408-416, J.-H. Sch??nfeldt, N. Jimenez, A.R. Plastino, A. Plastino and M. Casas, Maximum entropy principle and classical evolution equations with source terms, Physica A, 374 (2007) 573-584, J.-H. Sch??nfeldt, G.B. Roston, A.R. Plastino and A. Plastino, Maximum entropy principle, evolution equations, and physics education, Rev. Mex. Fis. E, 52 (2)(2006) 151-159. Chapter 2 is based on Sch??nfeldt and Plastino (2006). Two different ways for obtaining exact maximum entropy solutions for a reduced collisional Vlasov equation endowed with a Fokker-Planck like collision term are investigated. Chapter 3 is based on Sch??nfeldt et al. (2007). Most applications of the maximum entropy principle to time dependent scenarios involved evolution equations exhibiting the form of a continuity equations and, consequently, preserving normalization in time. In Chapter 3 the maximum entropy principle is applied to evolution equations with source terms and, consequently, not preserving normalization. We explore in detail the structure and main properties of the dynamical equations connecting the time dependent relevant mean values, the associated Lagrange multipliers, the partition function, and the entropy of the maximum entropy scheme. In particular, we compare the H-theorems verified by the maximum entropy approximate solutions with the Htheorems verified by the exact solutions. Chapter 4 is based on Sch??nfeldt et al. (2006). In chapter 4 it is discussed how the maximum entropy principle can be incorporated into the teaching of aspects of theoretical physics related to, but not restricted to, statistical mechanics. We focus our attention on the study of maximum entropy solutions to evolution equations that exhibit the form of continuity equations (eg. Liouville equation, the diffusion equation the Fokker-Planck equation, etc.).
Download or read book Applying Maximum Entropy to Econometric Problems written by R. Carter Hill and published by JAI Press Incorporated. This book was released on 1997-07-25 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Advances in Econometrics looks at applying maximum entropy to econometric problems and consists of two sections: the first section contains papers developing econometric methods based on the entropy principle; an interesting array of applications is presented in the second section of the volume.
Download or read book Maximum Entropy and Information Theory Approaches to Economics written by Jason Smith and published by . This book was released on 2018 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the natural sciences, complex non-linear systems composed of large numbers of smaller subunits provide an opportunity to apply the tools of statistical mechanics and information theory. The principle of maximum entropy can usually provide shortcuts in the treatment of these complex systems. However, there is an impasse to straightforward application to social and economic systems: the lack of well-defined constraints for Lagrange multipliers. This is typically treated in economics by introducing marginal utility as a Lagrange multiplier.Jumping off from Gary Becker's 1962 paper "Irrational Behavior and Economic Theory" -- a maximum entropy argument in disguise -- we introduce Peter Fielitz and Guenter Borchardt's concept of "information equilibrium" presented in arXiv:0905.0610v4 [physics.gen-ph] as a means of applying maximum entropy methods even in cases where well-defined constraints such as energy conservation required to define Lagrange multipliers and partition functions are not obvious (i.e. economics). From these initial steps we are able to motivate a well-defined constraint in terms of growth rates and develop a formalism for ensembles of markets described by information equilibrium conditions. We apply information equilibrium to a description of the US unemployment rate, connect it to search and matching theory, and empirical regularities such as Okun's Law. This represents a step toward Lee Smolin's call for a "statistical economics" analogous to statistical mechanics in arXiv:0902.4274 [q-fin.GN].
Download or read book Maximum Entropy Econometrics written by Amos Golan and published by John Wiley & Sons. This book was released on 1996-05 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph examines the problem of recovering and processing information when the underlying data are limited or partial, and the corresponding models that form the basis for estimation and inference are ill-posed or undermined
Download or read book Entropy Measures Maximum Entropy Principle and Emerging Applications written by Karmeshu and published by Springer Science & Business Media. This book was released on 2003-03-11 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is dedicated to Prof. J. Kapur and his contributions to the field of entropy measures and maximum entropy applications. Eminent scholars in various fields of applied information theory have been invited to contribute to this Festschrift, collected on the occasion of his 75th birthday. The articles cover topics in the areas of physical, biological, engineering and social sciences such as information technology, soft computing, nonlinear systems or molecular biology with a thematic coherence. The volume will be useful to researchers working in these different fields enabling them to see the underlying unity and power of entropy optimization frameworks.
Download or read book Information and Entropy Econometrics written by Amos Golan and published by Now Publishers Inc. This book was released on 2008 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information and Entropy Econometrics - A Review and Synthesis summarizes the basics of information theoretic methods in econometrics and the connecting theme among these methods. The sub-class of methods that treat the observed sample moments as stochastic is discussed in greater details. I Information and Entropy Econometrics - A Review and Synthesis -focuses on inter-connection between information theory, estimation and inference. -provides a detailed survey of information theoretic concepts and quantities used within econometrics and then show how these quantities are used within IEE. -pays special attention for the interpretation of these quantities and for describing the relationships between information theoretic estimators and traditional estimators. Readers need a basic knowledge of econometrics, but do not need prior knowledge of information theory. The survey is self contained and interested readers can replicate all results and examples provided. Whenever necessary the readers are referred to the relevant literature. Information and Entropy Econometrics - A Review and Synthesis will benefit researchers looking for a concise introduction to the basics of IEE and to acquire the basic tools necessary for using and understanding these methods. Applied researchers can use the book to learn improved new methods, and applications for extracting information from noisy and limited data and for learning from these data.
Download or read book Maximum Entropy in Applied Econometric Research written by Jatikumar Sengupta and published by . This book was released on 1990 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Entropy Method and Complex Maximum Entropy Method Applications to Phase Estimation written by Jacqueline R. Vota and published by . This book was released on 1989 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Entropy and Bayesian Methods in Applied Statistics written by James H. Justice and published by Cambridge University Press. This book was released on 2009-01-11 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of papers by leading researchers in their respective fields contains contributions showing the use of the maximum entropy method in many of the fields in which it finds application. In the physical, mathematical and biological sciences it is often necessary to make inferences based on insufficient data. The problem of choosing one among the many possible conclusions or models which are compatible with the data may be resolved in a variety of ways. A particularly appealing method is to choose the solution which maximizes entropy in the sense that the conclusion or model honours the observed data but implies no further assumptions not warranted by the data. The maximum entropy principle has been growing in importance and acceptance in many fields, perhaps most notably statistical physics, astronomy, geophysics, signal processing, image analysis and physical chemistry. The papers included in this volume touch on most of the current areas of research activity and application, and will be of interest to research workers in all fields in which the maximum entropy method may be applied.
