Maximum Entropy, Time Series and Statistical Inference

Details Maximum Entropy, Time Series and Statistical Inference Maximum Entropy, Time Series and Statistical Inference

2007-09-10

arxiv.org/abs/0709.1504v1

Physics

Data Analysis, Statistics and Probability

Scientific paper

A brief discussion is given of the traditional version of the Maximum Entropy
Method, including a review of some of the criticism that has been made in
regard to its use in statistical inference. Motivated by these questions, a
modified version of the method is proposed and applied to a simple problem,
demonstrating its use in inference.

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