Maximum Entropy, Time Series and Statistical Inference
Data Analysis, Statistics and Probability
2007-09-12 v1
Abstract
A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified version of the method is proposed and applied to a simple problem, demonstrating its use in inference.
Keywords
Cite
@article{arxiv.0709.1504,
title = {Maximum Entropy, Time Series and Statistical Inference},
author = {Robert Kariotis},
journal= {arXiv preprint arXiv:0709.1504},
year = {2007}
}