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MAXIMUM ENTROPY PROPERTY OF DISCRETE-TIME STABLE SPLINE KERNEL
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0001-8655-2655
2015 (English)In: 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP), IEEE , 2015, 3676-3680 p.Conference paper, Published paper (Refereed)
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Abstract [en]

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.
Series
International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Keyword [en]
Machine learning; Gaussian process; impulse response estimation; maximum entropy (MaxEnt)
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-130330DOI: 10.1109/ICASSP.2015.7178657ISI: 000368452403164ISBN: 978-1-4673-6997-8 (print)OAI: oai:DiVA.org:liu-130330DiVA: diva2:950536
Conference
40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
Available from: 2016-08-01 Created: 2016-07-28 Last updated: 2016-08-01

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CiteExportLink to record
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Citation style
  • apa
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