Maximum Probability and Relative Entropy Maximization. Bayesian Maximum Probability and Empirical Likelihood

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Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood. Parametric and empirical extensions of the latter methods - Empirical Maximum Maximum Entropy and Empirical Likelihood - are also mentioned. The methods are viewed as tools for solving certain ill-posed inverse problems, called Pi-problem, Phi-problem, respectively. Within the two classes of problems, probabilistic justification and interpretation of the respective methods are discussed.
Intnl. Workshop on Applied Probability 2008, Compiegne, France

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Statistics Theory, Probability, Methodology, 62F10; 62G10

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http://salesiana.dossiersoluciones.com/handle/123456789/159691

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0804.3926
 http://arxiv.org/abs/0804.3926

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arXiv