A Generalized Maxentropic Inversion Procedure for Noisy Data

Science Direct Working Paper No S1574-0358(04)70549-3

17 Pages Posted: 26 Mar 2018

See all articles by Amos Golan

Amos Golan

American University - Department of Economics; Santa Fe Institute; University of Oxford - Pembroke College, Oxford

Date Written: July 2001

Abstract

In this note we present a way of solving linear inverse problems with convex constraints and noisy data. Combining the methods of maximum entropy in the mean and the generalized maximum entropy, we are able to treat both the noiseless and the noisy cases as conceptually the same problem. This new generalized inversion procedure is easy to apply and compute and is useful for a large class of models in the natural and social sciences. Three detailed examples are developed and discussed.

Keywords: Constrained Linear Inverse Problems, Maximum Entropy, Noisy Data, 34A55, 54C70, 62J12, 49N30

Suggested Citation

Golan, Amos, A Generalized Maxentropic Inversion Procedure for Noisy Data (July 2001). Science Direct Working Paper No S1574-0358(04)70549-3, Available at SSRN: https://ssrn.com/abstract=3148555

Amos Golan (Contact Author)

American University - Department of Economics ( email )

4400 Massachusetts Avenue, N.W.
Washington, DC 20016-8029
United States

Santa Fe Institute ( email )

1399 Hyde Park Road
Santa Fe, NM 87501
United States

University of Oxford - Pembroke College, Oxford ( email )

OX1 1DW
Oxford
United Kingdom

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