MAXIMUM ENTROPY PROPERTY OF DISCRETE-TIME STABLE SPLINE KERNEL
2015 (English)In: 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP), IEEE , 2015, 3676-3680 p.Conference paper (Refereed)Text
In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such advantages is that the differential entropy rate is well-defined for discrete-time stochastic processes. By formulating the maximum entropy problem for discrete-time stochastic processes we provide a simple and self-contained proof to show what maximum entropy property the discrete-time first-order stable spline kernel has.
Place, publisher, year, edition, pages
IEEE , 2015. 3676-3680 p.
, International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Machine learning; Gaussian process; impulse response estimation; maximum entropy (MaxEnt)
IdentifiersURN: urn:nbn:se:liu:diva-130330DOI: 10.1109/ICASSP.2015.7178657ISI: 000368452403164ISBN: 978-1-4673-6997-8OAI: oai:DiVA.org:liu-130330DiVA: diva2:950536
40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)