A recursive approach for computing the q = 1/2 nonextensive maximum entropy distribution of the previously introduced formalism for data subset selection is proposed. Such an approach is based on an iterative biorthogonalization technique, which allows for the incorporation of the Lagrange multipliers that determine the distribution to the workings of the algorithm devised for selecting relevant data subsets. This technique circumvents the necessity of inverting operators and yields a recursive procedure to appropriately modify the Lagrange multipliers so as to account for each new constraint.
Bibliographical note©2002 American Physical Society. Recursive approach for constructing the qÄ1Õ2 maximum entropy distribution
from redundant data
L. Rebollo-Neira and A. Plastino
Phys. Rev. E 66, 032102 – Published 27 September 2002