Maximum entropy models: convergence rates and applications in dynamic system monitoring
Gang Liang, Bin Yu, Nina Taft · 2004
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.