Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean
We present a new method, based on the method of maximum entropy in the mean, which builds upon the standard method of maximum entropy, to improve the parametric estimation of a decay rate when the measurements are corrupted by large level of noise and, more importantly, when the number of measuremen...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/563281 |
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