An Entropic Approach to Constrained Linear Regression

We introduce a novel entropy minimization approach for the solution of constrained linear regression problems. Rather than minimizing the quadratic error, our method minimizes the Fermi–Dirac entropy, with the problem data incorporated as constraints. In addition to providing a solution to the linea...

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Bibliographic Details
Main Authors: Argimiro Arratia, Henryk Gzyl
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/3/456
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