## Abstract

We propose a method for estimating probability density functions (pdf) and conditional density functions (cdf) by training on data produced by such distributions. The algorithm employs new stochastic variables that amount to coding of the input, using a principle of entropy maximization. It is shown to be closely related to the maximum likelihood approach. The encoding step of the algorithm provides an estimate of the probability distribution. The decoding step serves as a generative mode, producing an ensemble of data with the desired distribution. The algorithm is readily implemented by neural networks, using stochastic gradient ascent to achieve entropy maximization.

Original language | English |
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Pages | 225-230 |

Number of pages | 6 |

State | Published - 1998 |

Event | Proceedings of the 1998 2nd International Conference on knowledge-Based Intelligent Electronic Systems (KES '98) - Adelaide, Aust Duration: 21 Apr 1998 → 23 Apr 1998 |

### Conference

Conference | Proceedings of the 1998 2nd International Conference on knowledge-Based Intelligent Electronic Systems (KES '98) |
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City | Adelaide, Aust |

Period | 21/04/98 → 23/04/98 |