Consistency and Generalization Bounds for Maximum Entropy Density Estimation

Consistency and Generalization Bounds for Maximum Entropy Density Estimation

We investigate the statistical properties of maximum entropy density estimation, both for the complete data case and the incomplete data case. We show that under certain assumptions, the generalization error can be bounded in terms of the complexity of the underlying feature functions. This allows u...

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Bibliographic Details
Main Authors: Shaojun Wang, Russell Greiner, Shaomin Wang
Format: Article
Language:English
Published: MDPI AG 2013-12-01
Series:Entropy
Subjects:
maximum entropy principle
density estimation
generalization bound
consistency
Online Access:http://www.mdpi.com/1099-4300/15/12/5439

Internet

http://www.mdpi.com/1099-4300/15/12/5439

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