The aim of this thesis is to give an introduction to the maximum entropy methods in model fitting, focusing on the general framework proposed by Edwin T. Jaynes in 1957. Subsequently, Arthur P. Dempster’s work, Covariance Selection, will be analyzed because of its importance. In fact it allowed a broad class of extension of the dogmatic approach of maximum entropy to matrix completion problem. Finally, a relevant application is considered
Maximum entropy methods, covariance completion and applications
Barbiero, Luca
2011/2012
Abstract
The aim of this thesis is to give an introduction to the maximum entropy methods in model fitting, focusing on the general framework proposed by Edwin T. Jaynes in 1957. Subsequently, Arthur P. Dempster’s work, Covariance Selection, will be analyzed because of its importance. In fact it allowed a broad class of extension of the dogmatic approach of maximum entropy to matrix completion problem. Finally, a relevant application is consideredFile in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/15020