Abstract
We analyse several examples where the maximum entropy solution to a system of equations exists but fails to satisfy the natural (dual) formula. These examples highlight the role that finiteness of the number of constraints has in the efficacy of maximum entropy type estimation and reconstruction. We also provide two regularization processes which repair the problem.
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Research partially supported by NSERC grant OGP005116.
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Borwein, J.M. On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems. Mathematical Programming 61, 251–261 (1993). https://doi.org/10.1007/BF01582150
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DOI: https://doi.org/10.1007/BF01582150