• Journal of the Korean Statistical Society
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• v.13 no.2
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• pp.87-106
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• 1984

It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

• Water Engineering Research
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• v.4 no.3
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• pp.155-173
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• 2003

Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

• Communications for Statistical Applications and Methods
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• v.4 no.2
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• pp.497-505
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• 1997

We attempt to get a probabilistic model of a queueing system in the maximum entropy condition. Applying the maximum entropy principle to the queueing system, we obtain the most uncertain probability model compatible with the available information expressed by moments.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.909-917
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• 2003

Although many classification models have been used to classify binary data, none of the classification models dominates all varying circumstances depending on the number of variables and the size of data(Asparoukhov and Krzanowski (2001)). This paper proposes a classification model which uses information on marginal distributions of sub-variables and its maximum entropy distribution. Classification experiments by using simulation are discussed.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.637-642
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• 2013

In this paper, we consider the maximum entropy test in in nite order autoregressiv models. Its asymptotic distribution is derived under the null hypothesis. A bootstrap version of the test is discussed and its performance is evaluated through Monte Carlo simulations.

• Proceedings of the Korean Information Science Society Conference
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• 2002.10d
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• pp.670-672
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• 2002

Park과 Zhang은 최대 엔트로피 모델(maximum entropy model)을 실제 자연언어 처리에 적용함에 있어서 나타날 수 있는 여러가지 문제를 해결하기 위한 최대 엔트로피 모델(maximum entropy boosting model)을 제시하여 문서 단위화(text chunking)에 성공적으로 적용하였다. 최대 엔트로피 부스팅 모델은 쉬운 모델링과 높은 성능을 보이는 장점을 가지고 있다. 본 논문에서는 최대 엔트로피 부스팅 모델을 영어 전치사 접속 모호성 해소에 적용한다. Wall Street Journal 말뭉치에 대한 실험 결과, 아주 작은 노력을 들였음에도 84.3%의 성능을 보여 지금까지 알려진 최고의 성능과 비슷한 결과를 보였다.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.547-552
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• 2007

In this note, we extends some of the results of Liu [Fuzzy Sets and systems 157 (2006) 869-878]. This extension consists of a simple proof involving weighted functions and their preference index. We also give an elementary simple proof of the maximum entropy weighting function problem with a given preference index value without using any advanced theory like variational principles or without using Lagrangian multiplier methods.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.12 no.8
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• pp.589-597
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• 2002

In this paper the nonstationary response of accelerating vehicle is firstly obtained by using nonstationary road roughness model in time domain. To get the result of nonstationary response in frequency domain, the maximum entropy method is used for Processing nonstationary response of vehicle in frequency domain. The three-dimensional transient maximum entropy spectrum (MES) of response is given.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.457-465
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• 2011

Sample entropy (Vasicek, 1976) has poor performance, and several nonparametric entropy estimators have been proposed as alternatives. In this paper, we consider a piecewise uniform density function based on quantiles, which enables us to evaluate entropy in each interval, and study the poor performance of the sample entropy in terms of the poor estimation of lower and upper quantiles. Then we propose some improved entropy estimators by simply modifying the quantile estimators, and compare their performances with some existing estimators.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2007.11a
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• pp.571-572
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• 2007