Stochastic information gradient algorithm based on maximum entropy density estimation

Badong Chen; Yu Zhu; Jinchun Hu; Ming Zhang

Stochastic information gradient algorithm based on maximum entropy density estimation

Badong Chen
, Yu Zhu
, Jinchun Hu
, Ming Zhang

Tsinghua University

科研成果: 期刊稿件 › 文章 › 同行评审

7 引用（Scopus）

摘要

We propose a new stochastic information gradient (SIG) algorithm based on an online maximum entropy density estimation of the error distribution. The proposed algorithm is simple, yet efficient in implementation, as it involves no choice of bandwidth and does not resort to Newton's method of optimization. Simulation results demonstrate the favorable performance of the new algorithm. ICIC International

源语言	英语
页（从-至）	1141-1145
页数	5
期刊	ICIC Express Letters
卷	4
期	4
出版状态	已出版 - 8月 2010
已对外发布	是

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AB - We propose a new stochastic information gradient (SIG) algorithm based on an online maximum entropy density estimation of the error distribution. The proposed algorithm is simple, yet efficient in implementation, as it involves no choice of bandwidth and does not resort to Newton's method of optimization. Simulation results demonstrate the favorable performance of the new algorithm. ICIC International

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Stochastic information gradient algorithm based on maximum entropy density estimation

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