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Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
On an approximative solution to the marginal problem
Typ:
Conference paper
Authors:
Proceedings name:
WUPES'09
Publisher:
University of Economics Prague
Serie:
Praha
Year:
2009
ISBN:
978-80-245-1543-4
Keywords:
marginal problem, maximal entropy, Gibbs distribution
Anotation:
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.