The role of likelihood and entropy in incomplete-data problems: Applications to estimating point-process intensities and toeplitz constrained covariances

@article{Miller1987TheRO,
  title={The role of likelihood and entropy in incomplete-data problems: Applications to estimating point-process intensities and toeplitz constrained covariances},
  author={M. I. Miller and D. Snyder},
  journal={Proceedings of the IEEE},
  year={1987},
  volume={75},
  pages={892-907}
}
  • M. I. Miller, D. Snyder
  • Published 1987
  • Mathematics, Computer Science
  • Proceedings of the IEEE
  • The principle of maximum entropy has played an important role in the solution of problems in which the measurements correspond to moment constraints on some many-to-one mapping h(x). In this paper we explore its role in estimation problems in which the measured data are statistical observations and moment constraints on the observation function h(x) do not exist. We conclude that: 1) For the class of likelihood problems arising in a complete-incomplete data context in which the complete data x… CONTINUE READING
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