Maximum entropy9/8/2023 ![]() ![]() Ulrych TJ, Bishop TN (1975) Maximum entropy spectral analysis and autoregressive decomposition. What does the maximum entropy case mean in terms of our other quantities Previously, we said that the new prediction error polynomial A' is obtained from. Skilling J, Bryan R (1984) Maximum entropy image reconstruction-general algorithm. Skilling J (2013) Maximum entropy and Bayesian methods: Cambridge, England, 1988, vol 36. Shannon CE (1948) A mathematical theory of communication. ![]() Jaynes ET (1957b) Information theory and statistical mechanics. Jaynes ET (1957a) Information theory and statistical mechanics. Hristopulos DT (2020) Random fields for spatial data modeling: a primer for scientists and engineers. ![]() Another way of stating this: Take precisely stated prior. Math Geol 22(7):763–777Ĭhristakos G (2000) Modern spatiotemporal geostatistics, International Association for Mathematical Geology Studies in mathematical geology, vol 6. The principle of maximum entropy states that the probability distribution which best represents the current state of knowledge about a system is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information ). The resulting ME spectral estimator is parametric and equivalent to an auto-regressive (AR) spectral estimator. Geophysics 37(2):375–376Ĭhristakos G (1990) A Bayesian/maximum-entropy view to the spatial estimation problem. 2015 - 2022 Maximum Entropy Services Limited All Rights Reserved Registered in England & Wales No. Maximum entropy spectral analysis (MESA) is the statistical estimation of the power spectrum of a stationary time series using the maximum entropy (ME) method. Burg JP (1972) The relationship between maximum entropy spectra and maximum likelihood spectra. ![]()
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