Decisions with Limited Observations over a Finite Product Space: the Klir Effect

Michael Pittarelli

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arXiv · 1304.1132

Decisions with Limited Observations over a Finite Product Space: the Klir Effect

Michael Pittarelli

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Abstract

Probability estimation by maximum entropy reconstruction of an initial relative frequency estimate from its projection onto a hypergraph model of the approximate conditional independence relations exhibited by it is investigated. The results of this study suggest that use of this estimation technique may improve the quality of decisions that must be made on the basis of limited observations over a decomposable finite product space.

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Michael Pittarelli. 2013-03-27. Decisions with Limited Observations over a Finite Product Space: the Klir Effect. https://arxiv.org/abs/1304.1132

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