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Maximum entropy models: convergence rates and applications in dynamic system monitoring

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3 Author(s)
G. Liang ; California Univ., Berkeley, CA, USA ; B. Yu ; N. Taft

The convergence rates of generalized iterative scaling (GIS) and improved iterative scaling (IIS) algorithms for fitting maximum entropy (ME) models are investigated and also a particular linear dynamic system monitoring with partial active measurements is studied. An information-theoretic based measurement scheme is derived to select informative hidden states, which is validated on a problem of origin-destination matrix estimation for Internet traffic.

Published in:

Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on

Date of Conference:

27 June-2 July 2004