126 research outputs found
An Extended Result on the Optimal Estimation under Minimum Error Entropy Criterion
The minimum error entropy (MEE) criterion has been successfully used in
fields such as parameter estimation, system identification and the supervised
machine learning. There is in general no explicit expression for the optimal
MEE estimate unless some constraints on the conditional distribution are
imposed. A recent paper has proved that if the conditional density is
conditionally symmetric and unimodal (CSUM), then the optimal MEE estimate
(with Shannon entropy) equals the conditional median. In this study, we extend
this result to the generalized MEE estimation where the optimality criterion is
the Renyi entropy or equivalently, the \alpha-order information potential (IP).Comment: 15 pages, no figures, submitted to Entrop
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