Preface |
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xv | |
Acknowledgments |
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xix | |
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1 | (32) |
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1.1 Systems and their characteristics |
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1 | (6) |
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1 | (1) |
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1 | (1) |
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2 | (1) |
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1.1.4 Thermodynamic entropy |
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3 | (2) |
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1.1.5 Evolutive connotation of entropy |
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5 | (1) |
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1.1.6 Statistical mechanical entropy |
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5 | (2) |
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1.2 Informational entropies |
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7 | (14) |
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8 | (1) |
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9 | (3) |
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1.2.3 Information gain function |
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12 | (2) |
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1.2.4 Boltzmann, Gibbs and Shannon entropies |
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14 | (1) |
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15 | (1) |
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1.2.6 Exponential entropy |
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16 | (2) |
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18 | (1) |
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19 | (2) |
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1.3 Entropy, information, and uncertainty |
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21 | (4) |
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22 | (2) |
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1.3.2 Uncertainty and surprise |
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24 | (1) |
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25 | (2) |
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1.5 Entropy and related concepts |
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27 | (2) |
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1.5.1 Information content of data |
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27 | (1) |
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1.5.2 Criteria for model selection |
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28 | (1) |
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29 | (1) |
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29 | (1) |
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29 | (2) |
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31 | (1) |
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32 | (1) |
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33 | (109) |
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2.1 Formulation of entropy |
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33 | (6) |
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39 | (3) |
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2.3 Connotations of information and entropy |
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42 | (4) |
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2.3.1 Amount of information |
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42 | (1) |
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2.3.2 Measure of information |
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43 | (1) |
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2.3.3 Source of information |
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43 | (1) |
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2.3.4 Removal of uncertainty |
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44 | (1) |
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45 | (1) |
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2.3.6 Average amount of information |
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45 | (1) |
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46 | (1) |
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2.3.8 Information and organization |
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46 | (1) |
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2.4 Discrete entropy: univariate case and marginal entropy |
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46 | (6) |
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2.5 Discrete entropy: bivariate case |
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52 | (27) |
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53 | (1) |
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2.5.2 Conditional entropy |
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53 | (4) |
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57 | (22) |
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2.6 Dimensionless entropies |
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79 | (1) |
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80 | (8) |
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2.8 Informational correlation coefficient |
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88 | (2) |
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2.9 Coefficient of nontransferred information |
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90 | (2) |
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2.10 Discrete entropy: multidimensional case |
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92 | (1) |
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93 | (12) |
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94 | (3) |
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2.11.2 Differential entropy of continuous variables |
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97 | (2) |
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2.11.3 Variable transformation and entropy |
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99 | (1) |
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100 | (5) |
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105 | (1) |
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2.12 Stochastic processes and entropy |
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105 | (2) |
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2.13 Effect of proportional class interval |
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107 | (3) |
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2.14 Effect of the form of probability distribution |
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110 | (1) |
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2.15 Data with zero values |
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111 | (2) |
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2.16 Effect of measurement units |
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113 | (2) |
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2.17 Effect of averaging data |
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115 | (1) |
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2.18 Effect of measurement error |
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116 | (2) |
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2.19 Entropy in frequency domain |
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118 | (1) |
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2.20 Principle of maximum entropy |
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118 | (1) |
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2.21 Concentration theorem |
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119 | (3) |
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2.22 Principle of minimum cross entropy |
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122 | (1) |
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2.23 Relation between entropy and error probability |
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123 | (2) |
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2.24 Various interpretations of entropy |
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125 | (8) |
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2.24.1 Measure of randomness or disorder |
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125 | (1) |
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2.24.2 Measure of unbiasedness or objectivity |
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125 | (1) |
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2.24.3 Measure of equality |
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125 | (1) |
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2.24.4 Measure of diversity |
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126 | (1) |
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2.24.5 Measure of lack of concentration |
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126 | (1) |
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2.24.6 Measure of flexibility |
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126 | (1) |
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2.24.7 Measure of complexity |
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126 | (1) |
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2.24.8 Measure of departure from uniform distribution |
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127 | (1) |
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2.24.9 Measure of interdependence |
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127 | (1) |
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2.24.10 Measure of dependence |
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128 | (1) |
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2.24.11 Measure of interactivity |
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128 | (1) |
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2.24.12 Measure of similarity |
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129 | (1) |
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2.24.13 Measure of redundancy |
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129 | (1) |
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2.24.14 Measure of organization |
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130 | (3) |
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2.25 Relation between entropy and variance |
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133 | (2) |
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135 | (1) |
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135 | (1) |
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2.28 Application of entropy theory |
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136 | (1) |
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136 | (1) |
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137 | (2) |
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139 | (3) |
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3 Principle of Maximum Entropy |
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142 | (30) |
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142 | (3) |
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3.2 POME formalism for discrete variables |
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145 | (7) |
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3.3 POME formalism for continuous variables |
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152 | (6) |
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3.3.1 Entropy maximization using the method of Lagrange multipliers |
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152 | (5) |
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3.3.2 Direct method for entropy maximization |
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157 | (1) |
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3.4 POME formalism for two variables |
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158 | (7) |
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3.5 Effect of constraints on entropy |
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165 | (2) |
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3.6 Invariance of total entropy |
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167 | (1) |
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168 | (2) |
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170 | (1) |
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170 | (2) |
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4 Derivation of Pome-Based Distributions |
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172 | (41) |
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4.1 Discrete variable and discrete distributions |
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172 | (13) |
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4.1.1 Constraint E[ x] and the Maxwell-Boltzmann distribution |
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172 | (2) |
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4.1.2 Two constraints and Bose-Einstein distribution |
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174 | (3) |
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4.1.3 Two constraints and Fermi-Dirac distribution |
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177 | (1) |
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4.1.4 Intermediate statistics distribution |
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178 | (1) |
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4.1.5 Constraint: E[ N]: Bernoulli distribution for a single trial |
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179 | (1) |
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4.1.6 Binomial distribution for repeated trials |
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180 | (1) |
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4.1.7 Geometric distribution: repeated trials |
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181 | (2) |
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4.1.8 Negative binomial distribution: repeated trials |
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183 | (1) |
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4.1.9 Constraint: E[ N] = n: Poisson distribution |
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183 | (2) |
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4.2 Continuous variable and continuous distributions |
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185 | (18) |
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4.2.1 Finite interval [ a, b], no constraint, and rectangular distribution |
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185 | (1) |
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4.2.2 Finite interval [ a, b], one constraint and truncated exponential distribution |
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186 | (2) |
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4.2.3 Finite interval [ 0, 1], two constraints E[ ln x] and E[ ln(1 - x)] and beta distribution of first kind |
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188 | (3) |
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4.2.4 Semi-infinite interval (0, ∞), one constraint E[ x] and exponential distribution |
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191 | (1) |
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4.2.5 Semi-infinite interval, two constraints E[ x] and E[ ln x] and gamma distribution |
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192 | (2) |
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4.2.6 Semi-infinite interval, two constraints E[ ln x] and E[ ln(1 + x)] and beta distribution of second kind |
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194 | (1) |
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4.2.7 Infinite interval, two constraints E[ x] and E[ x2] and normal distribution |
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195 | (2) |
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4.2.8 Semi-infinite interval, log-transformation Y = ln X, two constraints E[ y] and E[ y2] and log-normal distribution |
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197 | (2) |
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4.2.9 Infinite and semi-infinite intervals: constraints and distributions |
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199 | (4) |
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203 | (5) |
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208 | (1) |
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208 | (5) |
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5 Multivariate Probability Distributions |
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213 | (57) |
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5.1 Multivariate normal distributions |
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213 | (32) |
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5.1.1 One time lag serial dependence |
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213 | (8) |
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5.1.2 Two-lag serial dependence |
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221 | (8) |
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5.1.3 Multi-lag serial dependence |
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229 | (5) |
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5.1.4 No serial dependence: bivariate case |
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234 | (4) |
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5.1.5 Cross-correlation and serial dependence: bivariate case |
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238 | (6) |
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5.1.6 Multivariate case: no serial dependence |
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244 | (1) |
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5.1.7 Multi-lag serial dependence |
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245 | (1) |
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5.2 Multivariate exponential distributions |
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245 | (13) |
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5.2.1 Bivariate exponential distribution |
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245 | (9) |
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5.2.2 Trivariate exponential distribution |
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254 | (3) |
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5.2.3 Extension to Weibull distribution |
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257 | (1) |
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5.3 Multivariate distributions using the entropy-copula method |
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258 | (7) |
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259 | (1) |
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260 | (5) |
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265 | (1) |
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266 | (1) |
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267 | (1) |
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268 | (2) |
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6 Principle of Minimum Cross-Entropy |
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270 | (20) |
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6.1 Concept and formulation of POMCE |
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270 | (1) |
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271 | (4) |
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6.3 POMCE formalism for discrete variables |
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275 | (4) |
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6.4 POMCE formulation for continuous variables |
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279 | (1) |
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280 | (1) |
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6.6 Relation to mutual information |
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281 | (1) |
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6.7 Relation to variational distance |
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281 | (1) |
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6.8 Lin's directed divergence measure |
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282 | (4) |
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6.9 Upper bounds for cross-entropy |
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286 | (1) |
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287 | (1) |
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288 | (1) |
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289 | (1) |
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7 Derivation of POME-Based Distributions |
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290 | (20) |
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7.1 Discrete variable and mean E[ x] as a constraint |
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290 | (8) |
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7.1.1 Uniform prior distribution |
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291 | (2) |
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7.1.2 Arithmetic prior distribution |
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293 | (1) |
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7.1.3 Geometric prior distribution |
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294 | (1) |
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7.1.4 Binomial prior distribution |
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295 | (2) |
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7.1.5 General prior distribution |
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297 | (1) |
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7.2 Discrete variable taking on an infinite set of values |
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298 | (7) |
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7.2.1 Improper prior probability distribution |
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298 | (3) |
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7.2.2 A priori Poisson probability distribution |
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301 | (3) |
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7.2.3 A priori negative binomial distribution |
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304 | (1) |
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7.3 Continuous variable: general formulation |
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305 | (3) |
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7.3.1 Uniform prior and mean constraint |
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307 | (1) |
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7.3.2 Exponential prior and mean and mean log constraints |
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308 | (1) |
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308 | (1) |
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309 | (1) |
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310 | (25) |
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8.1 Ordinary entropy-based parameter estimation method |
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310 | (15) |
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8.1.1 Specification of constraints |
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311 | (1) |
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8.1.2 Derivation of entropy-based distribution |
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311 | (1) |
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8.1.3 Construction of zeroth Lagrange multiplier |
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311 | (1) |
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8.1.4 Determination of Lagrange multipliers |
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312 | (1) |
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8.1.5 Determination of distribution parameters |
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313 | (12) |
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8.2 Parameter-space expansion method |
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325 | (4) |
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8.3 Contrast with method of maximum likelihood estimation (MLE) |
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329 | (2) |
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8.4 Parameter estimation by numerical methods |
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331 | (1) |
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332 | (1) |
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333 | (1) |
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334 | (1) |
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335 | (63) |
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9.1 Organization of spatial data |
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336 | (3) |
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9.1.1 Distribution, density, and aggregation |
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337 | (2) |
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9.2 Spatial entropy statistics |
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339 | (14) |
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343 | (2) |
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345 | (7) |
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352 | (1) |
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9.3 One dimensional aggregation |
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353 | (7) |
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9.4 Another approach to spatial representation |
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360 | (3) |
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9.5 Two-dimensional aggregation |
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363 | (13) |
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9.5.1 Probability density function and its resolution |
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372 | (3) |
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9.5.2 Relation between spatial entropy and spatial disutility |
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375 | (1) |
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9.6 Entropy maximization for modeling spatial phenomena |
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376 | (4) |
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9.7 Cluster analysis by entropy maximization |
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380 | (4) |
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9.8 Spatial visualization and mapping |
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384 | (2) |
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386 | (2) |
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9.10 Spatial probability distributions |
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388 | (3) |
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9.11 Scaling: rank size rule and Zipf's law |
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391 | (2) |
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391 | (1) |
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391 | (1) |
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392 | (1) |
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9.11.4 Law of proportionate effect |
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392 | (1) |
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393 | (1) |
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394 | (1) |
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395 | (3) |
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10 Inverse Spatial Entropy |
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398 | (38) |
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398 | (4) |
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10.2 Principle of entropy decomposition |
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402 | (3) |
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10.3 Measures of information gain |
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405 | (12) |
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10.3.1 Bivariate measures |
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405 | (5) |
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10.3.2 Map representation |
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410 | (2) |
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10.3.3 Construction of spatial measures |
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412 | (5) |
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10.4 Aggregation properties |
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417 | (3) |
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10.5 Spatial interpretations |
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420 | (6) |
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10.6 Hierarchical decomposition |
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426 | (2) |
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10.7 Comparative measures of spatial decomposition |
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428 | (5) |
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433 | (2) |
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435 | (1) |
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11 Entropy Spectral Analyses |
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436 | (56) |
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11.1 Characteristics of time series |
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436 | (10) |
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437 | (1) |
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438 | (2) |
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440 | (1) |
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441 | (2) |
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443 | (3) |
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446 | (18) |
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11.2.1 Fourier representation |
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448 | (5) |
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453 | (1) |
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454 | (3) |
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457 | (4) |
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461 | (3) |
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11.3 Spectral analysis using maximum entropy |
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464 | (19) |
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465 | (8) |
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11.3.2 Kapur-Kesavan method |
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473 | (1) |
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11.3.3 Maximization of entropy |
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473 | (3) |
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11.3.4 Determination of Lagrange multipliers λk |
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476 | (3) |
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479 | (3) |
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11.3.6 Extrapolation of autocovariance functions |
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482 | (1) |
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11.3.7 Entropy of power spectrum |
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482 | (1) |
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11.4 Spectral estimation using configurational entropy |
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483 | (3) |
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11.5 Spectral estimation by mutual information principle |
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486 | (4) |
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490 | (1) |
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490 | (2) |
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12 Minimum Cross Entropy Spectral Analysis |
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492 | (25) |
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492 | (1) |
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12.2 Minimum cross-entropy spectral analysis (MCESA) |
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493 | (10) |
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12.2.1 Power spectrum probability density function |
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493 | (5) |
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12.2.2 Minimum cross-entropy-based probability density functions given total expected spectral powers at each frequency |
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498 | (3) |
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12.2.3 Spectral probability density functions for white noise |
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501 | (2) |
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12.3 Minimum cross-entropy power spectrum given auto-correlation |
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503 | (6) |
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12.3.1 No prior power spectrum estimate is given |
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504 | (1) |
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12.3.2 A prior power spectrum estimate is given |
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505 | (1) |
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12.3.3 Given spectral powers: Tk = Gj, Gj = Pk |
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506 | (3) |
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12.4 Cross-entropy between input and output of linear filter |
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509 | (3) |
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12.4.1 Given input signal PDF |
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509 | (1) |
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12.4.2 Given prior power spectrum |
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510 | (2) |
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512 | (2) |
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12.6 Towards efficient algorithms |
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514 | (1) |
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12.7 General method for minimum cross-entropy spectral estimation |
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515 | (1) |
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515 | (1) |
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516 | (1) |
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13 Evaluation and Design of Sampling and Measurement Networks |
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517 | (42) |
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13.1 Design considerations |
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517 | (1) |
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13.2 Information-related approaches |
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518 | (3) |
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13.2.1 Information variance |
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518 | (2) |
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13.2.2 Transfer function variance |
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520 | (1) |
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521 | (1) |
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521 | (9) |
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13.3.1 Marginal entropy, joint entropy, conditional entropy and transinformation |
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521 | (2) |
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13.3.2 Informational correlation coefficient |
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523 | (1) |
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524 | (1) |
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13.3.4 Information transfer function |
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524 | (1) |
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13.3.5 Information distance |
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525 | (1) |
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525 | (1) |
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13.3.7 Application to rainfall networks |
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525 | (5) |
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13.4 Directional information transfer index |
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530 | (7) |
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531 | (2) |
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13.4.2 Application to groundwater quality networks |
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533 | (4) |
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537 | (2) |
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13.6 Maximum information minimum redundancy (MIMR) |
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539 | (14) |
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541 | (1) |
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13.6.2 Selection procedure |
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542 | (11) |
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553 | (1) |
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554 | (2) |
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556 | (3) |
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14 Selection of Variables and Models |
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559 | (22) |
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14.1 Methods for selection |
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559 | (1) |
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14.2 Kullback-Leibler (KL) distance |
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560 | (1) |
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560 | (1) |
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561 | (1) |
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561 | (13) |
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14.6 Risk and vulnerability assessment |
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574 | (4) |
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576 | (1) |
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14.6.2 Vulnerability assessment |
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577 | (1) |
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14.6.3 Risk assessment and ranking |
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578 | (1) |
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578 | (1) |
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579 | (1) |
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580 | (1) |
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581 | (24) |
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581 | (4) |
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15.2 Neural network training |
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585 | (3) |
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15.3 Principle of maximum information preservation |
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588 | (1) |
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15.4 A single neuron corrupted by processing noise |
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589 | (3) |
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15.5 A single neuron corrupted by additive input noise |
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592 | (4) |
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15.6 Redundancy and diversity |
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596 | (2) |
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15.7 Decision trees and entropy nets |
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598 | (4) |
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602 | (1) |
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603 | (2) |
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605 | (28) |
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16.1 Ferdinand's measure of complexity |
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605 | (13) |
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16.1.1 Specification of constraints |
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606 | (1) |
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16.1.2 Maximization of entropy |
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606 | (1) |
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16.1.3 Determination of Lagrange multipliers |
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606 | (1) |
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16.1.4 Partition function |
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607 | (3) |
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16.1.5 Analysis of complexity |
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610 | (4) |
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614 | (2) |
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16.1.7 Complexity as a function of N |
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616 | (2) |
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16.2 Kapur's complexity analysis |
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618 | (2) |
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16.3 Cornacchio's generalized complexity measures |
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620 | (7) |
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16.3.1 Special case: R = 1 |
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624 | (1) |
|
16.3.2 Analysis of complexity: non-unique K-transition points and conditional complexity |
|
|
624 | (3) |
|
16.4 Kapur's simplification |
|
|
627 | (1) |
|
|
627 | (1) |
|
|
628 | (1) |
|
16.7 Other complexity measures |
|
|
628 | (3) |
|
|
631 | (1) |
|
|
631 | (1) |
|
|
632 | (1) |
Author Index |
|
633 | (6) |
Subject Index |
|
639 | |