liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
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 (Refereed)Text
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: 978-1-4673-6997-8OAI: 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

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Ardeshiri, TohidChen, Tianshi
By organisation
Automatic ControlFaculty of Science & Engineering
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 19 hits
ReferencesLink to record
Permanent link

Direct link