Tree and local computations in a cross–entropy minimization problem with marginal constraints
Francesco M. Malvestuto (2010)
Kybernetika
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In probability theory, Bayesian statistics, artificial intelligence and database theory the minimum cross-entropy principle is often used to estimate a distribution with a given set of marginal distributions under the proportionality assumption with respect to a given “prior” distribution . Such an estimation problem admits a solution if and only if there exists an extension of that is dominated by . In this paper we consider the case that is not given explicitly, but is specified...