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On an approximative solution to the marginal problem
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SYSNO ASEP 0330971 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title On an approximative solution to the marginal problem Title O jednom přibližném řešení marginálního problému Author(s) Janžura, Martin (UTIA-B) RID Source Title WUPES'09 : Proceedings of the 8th Workshop on Uncertainty Processing. - Praha : University of Economics Prague, 2009 / Kroupa T. ; Vejnarová J. - ISBN 978-80-245-1543-4 Pages s. 1-8 Number of pages 8 s. Publication form www - www Action WUPES 2009 Event date 19.09.2009-23.09.2009 VEvent location Liblice Country CZ - Czech Republic Event type WRD Language eng - English Country CZ - Czech Republic Keywords marginal problem ; maximal entropy ; Gibbs distribution Subject RIV BA - General Mathematics R&D Projects 1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) GA201/09/1931 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation With the aid of the Maximum Entropy principle, a solution to the marginal problem is obtained in a form of parametric exponential (Gibbs-Markov) distribution. The unknown parameters can be calculated by an optimization procedure that agrees with the maximum likelihood estimate but it is numerically hardly feasible for highly dimensional systems. A numerically easily feasible solution can be obtained by the algebraic Möbius formula. The formula, unfortunately, involves terms that are not directly available but can be approximated. And the main aim of the present paper consists in this approximation. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2010
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