Maximum Entropy Inference for Mixed Continuous-Discrete Variables

We represent knowledge by probability distributions of mixed continuousand discrete variables. From the joint distribution of all items,one can compute arbitrary conditional distributions, which may beused for prediction. However, in many cases only some marginaldistributions, inverse probabilities, or moments are known. Underthese conditions, a principle is needed in order to determine the fulljoint distribution of all variables.[...]

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Year of publication:	2010-10-02
Authors:	Singer, Hermann
Institutions:	Fernuniversität <Hagen> / Lehrstuhl für Angewandte Statistik und Methoden der empirischen Sozialforschung
Subject:	Kreditmarkt \| Expertensystem \| Wahrscheinlichkeitsverteilung \| Entropie <Informationstheorie> \| entropy

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1 Introduction
2 Entropy
2.1 Example
3 Conditional Restrictions
3.1 Example
4 Mixed continuous-discrete problem
4.1 Example
5 Numerical considerations
6 Conditionally Gaussian models
6.1 Example
7 Application: credit scoring
8 Conclusion
Acknowledgement
References

Persistent link: https://www.econbiz.de/10005869745