Geodesic
Approximate estimation using the accelerated maximum entropy method. Part~1. Problem statement and implementation for the regression problem
Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2022), pp. 69-80.

Voir la notice de l'article provenant de la source Math-Net.Ru

The work is devoted to the development of an entropy estimation method with “soft” randomization for restoring the parameters of probabilistic mathematical models from the available observations. Soft randomization refers to the technique of adding regularization to the information entropy functional to simplify the optimization problem and speed up learning process compared to the traditional maximum entropy method. In this work, the concept of the soft randomization entropy estimation method was developed, including obtaining entropy-optimal PDF functions in general form. During the experiments, several types of model regularization were tested on the example of a classical regression analysis problem.
Keywords: probabilistic mathematical model, maximum entropy method, linear regression, regularization. 
@article{ITVS_2022_4_a6,
     author = {Yu. A. Dubnov and A. V. Boulytchev},
     title = {Approximate estimation using the accelerated maximum entropy method. {Part~1.} {Problem} statement and implementation for the regression problem},
     journal = {Informacionnye tehnologii i vy\v{c}islitelnye sistemy},
     pages = {69--80},
     publisher = {mathdoc},
     number = {4},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ITVS_2022_4_a6/}
}
TY  - JOUR
AU  - Yu. A. Dubnov
AU  - A. V. Boulytchev
TI  - Approximate estimation using the accelerated maximum entropy method. Part~1. Problem statement and implementation for the regression problem
JO  - Informacionnye tehnologii i vyčislitelnye sistemy
PY  - 2022
SP  - 69
EP  - 80
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ITVS_2022_4_a6/
LA  - ru
ID  - ITVS_2022_4_a6
ER  - 
%0 Journal Article
%A Yu. A. Dubnov
%A A. V. Boulytchev
%T Approximate estimation using the accelerated maximum entropy method. Part~1. Problem statement and implementation for the regression problem
%J Informacionnye tehnologii i vyčislitelnye sistemy
%D 2022
%P 69-80
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ITVS_2022_4_a6/
%G ru
%F ITVS_2022_4_a6
Yu. A. Dubnov; A. V. Boulytchev. Approximate estimation using the accelerated maximum entropy method. Part~1. Problem statement and implementation for the regression problem. Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2022), pp. 69-80. http://geodesic.mathdoc.fr/item/ITVS_2022_4_a6/