Density Estimation using Entropy Maximization for Semi-continuous Data

dc.contributor.authorPopuri, Sai K.
dc.contributor.authorNeerchal, Nagaraj K.
dc.contributor.authorMehta, Amita
dc.contributor.authorMousavi, Ahmad
dc.date.accessioned2020-12-15T17:00:16Z
dc.date.available2020-12-15T17:00:16Z
dc.date.issued2020-11-17
dc.description.abstractSemi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel algorithm to estimate the density function for semi-continuous data using the principle of maximum entropy. Unlike existing methods in the literature, our algorithm needs only the sample values of the constraint functions in the entropy maximization problem and does not need the entire sample. Using simulations, we show that the estimate of the entropy produced by our algorithm has significantly less bias compared to existing methods. An application to the daily rainfall data is provided.en_US
dc.description.sponsorshipThe hardware used in the computational studies is part of the UMBC High Performance Computing Facility (HPCF). The facility is supported by the U.S. National Science Foundation through the MRI program (grant nos. CNS-0821258, CNS-1228778, and OAC-1726023) and the SCREMS program (grant no. DMS-0821311), with additional substantial support from the University of Maryland, Baltimore County (UMBC). See hpcf.umbc.edu for more information on HPCF and the projects using its resources.en_US
dc.description.urihttps://arxiv.org/abs/2011.08475en_US
dc.format.extent19 pagesen_US
dc.genrejournal articles preprintsen_US
dc.identifierdoi:10.13016/m2raar-vrek
dc.identifier.citationSai K. Popuri, Nagaraj K. Neerchal, Amita Mehta and Ahmad Mousavi, Density Estimation using Entropy Maximization for Semi-continuous Data, https://arxiv.org/abs/2011.08475en_US
dc.identifier.urihttp://hdl.handle.net/11603/20262
dc.language.isoen_USen_US
dc.relation.isAvailableAtThe University of Maryland, Baltimore County (UMBC)
dc.relation.ispartofUMBC Mathematics Department Collection
dc.relation.ispartofUMBC Faculty Collection
dc.relation.ispartofUMBC Student Collection
dc.relation.ispartofUMBC Joint Center for Earth Systems Technology (JCET)
dc.rightsThis item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author.
dc.subjectUMBC High Performance Computing Facility (HPCF)
dc.titleDensity Estimation using Entropy Maximization for Semi-continuous Dataen_US
dc.typeTexten_US

Files

Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
2011.08475.pdf
Size:
396.86 KB
Format:
Adobe Portable Document Format
Description:
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
2.56 KB
Format:
Item-specific license agreed upon to submission
Description: