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

Henryk Gzyl (), Enrique ter Horst and German Molina

Physica A: Statistical Mechanics and its Applications, 2015, vol. 437, issue C, 101-108

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.

Keywords: Maximum entropy in the mean; Classification problems; Credit scoring; Linear inverse problems (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:437:y:2015:i:c:p:101-108

DOI: 10.1016/j.physa.2015.05.105

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