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Entropy 2013, 15(12), 5439-5463; doi:10.3390/e15125439
Article

Consistency and Generalization Bounds for Maximum Entropy Density Estimation

1,* , 2
 and 3
Received: 9 July 2013; in revised form: 13 November 2013 / Accepted: 3 December 2013 / Published: 9 December 2013
(This article belongs to the Special Issue Maximum Entropy and Bayes Theorem)
Download PDF [318 KB, uploaded 9 December 2013]
Abstract: We investigate the statistical properties of maximum entropy density estimation, both for the complete data case and the incomplete data case. We show that under certain assumptions, the generalization error can be bounded in terms of the complexity of the underlying feature functions. This allows us to establish the universal consistency of maximum entropy density estimation.
Keywords: maximum entropy principle; density estimation; generalization bound; consistency maximum entropy principle; density estimation; generalization bound; consistency
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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MDPI and ACS Style

Wang, S.; Greiner, R.; Wang, S. Consistency and Generalization Bounds for Maximum Entropy Density Estimation. Entropy 2013, 15, 5439-5463.

AMA Style

Wang S, Greiner R, Wang S. Consistency and Generalization Bounds for Maximum Entropy Density Estimation. Entropy. 2013; 15(12):5439-5463.

Chicago/Turabian Style

Wang, Shaojun; Greiner, Russell; Wang, Shaomin. 2013. "Consistency and Generalization Bounds for Maximum Entropy Density Estimation." Entropy 15, no. 12: 5439-5463.


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