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 considered
2011-09-23
23
maximum entropy, matrix completion
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/15020