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We propose probability and density forecast combination methods that are defined using the entropy regularized … how the entropy regularization can improve the quality of predictive density relative to its unregularized counterpart …
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Jaynes (1957a,b) formulates the maximum entropy (ME) principle as the search for a distribution maximizing a given … entropy under some given constraints. Kapur (1984) and Kesavan & Kapur (1989) introduce the generalized maximum entropy … principle as the derivation of an entropy for which a given distribution has the maximum entropy property under some given …
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