IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v437y2015icp101-108.html
   My bibliography  Save this article

Application of the method of maximum entropy in the mean to classification problems

Author

Listed:
  • Gzyl, Henryk
  • ter Horst, Enrique
  • Molina, German

Abstract

In this note we propose an application of the method of maximum entropy in the mean to solve a class of inverse problems comprising classification problems and feasibility problems appearing in optimization. Such problems may be thought of as linear inverse problems with convex constraints imposed on the solution as well as on the data. The method of maximum entropy in the mean proves to be a very useful tool to deal with this type of problems.

Suggested Citation

  • Gzyl, Henryk & ter Horst, Enrique & Molina, German, 2015. "Application of the method of maximum entropy in the mean to classification problems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 101-108.
    • Handle: RePEc:eee:phsmap:v:437:y:2015:i:c:p:101-108
    DOI: 10.1016/j.physa.2015.05.105
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437115005270
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2015.05.105?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kinzel, Wolfgang, 1993. "Statistical mechanics of generalization: new results for perceptrons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 200(1), pages 613-618.
    2. Rau, Albrecht & Nadal, Jean-Pierre, 1992. "A model for a multi-class classification machine," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 428-432.
    3. Gzyl, Henryk & Mayoral, Silvia, 2010. "A method for determining risk aversion functions from uncertain market prices of risk," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 84-89, August.
    4. Neirotti, Juan P. & Saad, David, 2006. "Efficient Bayesian inference for learning in the Ising linear perceptron and signal detection in CDMA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(1), pages 203-210.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Darío Ramos-López & Ana D. Maldonado, 2021. "Cost-Sensitive Variable Selection for Multi-Class Imbalanced Datasets Using Bayesian Networks," Mathematics, MDPI, vol. 9(2), pages 1-15, January.
    2. Gzyl, Henryk & Mayoral, Silvia, 2016. "Determination of zero-coupon and spot rates from treasury data by maximum entropy methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 38-50.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:437:y:2015:i:c:p:101-108. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.