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**Computing the maximum-entropy extension of given discrete probability distributions.**
*(English)*
Zbl 0726.62012

Summary: The maximum-entropy extension of given discrete probability distributions over a “fully reducible” set class admits a closed-form expression, which makes its computation direct. In the remaining cases the computation of the maximum-entropy extension is carried out using the standard procedure of iterative proportional fitting, whose costs can often be reduced by applying the graph-theoretical techniques of reduction and decomposition. By making joint use of these techniques, we present a computation policy which limits the application of the iterative proportional fitting procedure to computing the marginals of a maximum-entropy distribution corresponding to the nonseparable components (in the graph-theoretical sense) of the underlying set class.

### MSC:

62B10 | Statistical aspects of information-theoretic topics |

62E17 | Approximations to statistical distributions (nonasymptotic) |

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\textit{F. M. Malvestuto}, Comput. Stat. Data Anal. 8, No. 3, 299--311 (1989; Zbl 0726.62012)

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### References:

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