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Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean
Joint Authors
Ter Horst, Enrique
Gzyl, Henryk
Source
Journal of Probability and Statistics
Issue
Vol. 2009, Issue 2009 (31 Dec. 2009), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2009-06-28
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
We present a new method, based on the method of maximum entropy in the mean, which builds upon the standard method of maximum entropy, to improve the parametric estimation of a decay rate when the measurements are corrupted by large level of noise and, more importantly, when the number of measurements is small.
The method is developed in the context on a concrete example: that of estimation of the parameter in an exponential distribution.
We show how to obtain an estimator with the noise filtered out, and using simulated data, we compare the performance of our method with the Bayesian and maximum likelihood approaches.
American Psychological Association (APA)
Gzyl, Henryk& Ter Horst, Enrique. 2009. Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean. Journal of Probability and Statistics،Vol. 2009, no. 2009, pp.1-13.
https://search.emarefa.net/detail/BIM-481040
Modern Language Association (MLA)
Gzyl, Henryk& Ter Horst, Enrique. Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean. Journal of Probability and Statistics No. 2009 (2009), pp.1-13.
https://search.emarefa.net/detail/BIM-481040
American Medical Association (AMA)
Gzyl, Henryk& Ter Horst, Enrique. Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean. Journal of Probability and Statistics. 2009. Vol. 2009, no. 2009, pp.1-13.
https://search.emarefa.net/detail/BIM-481040
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-481040