Wiener Theory for Stochastic Transductions

Maximum-entropy approximations of stochastic nonlinear transductions: an extension of the Wiener theory

Jonathan D. Victor and P.M. Johanessma

Biological Cybernetics 54, 289-300 (1986)

Abstract

We consider the description of a nonlinear stochastic transduction in terms of its input/output distribution. We construct a sequence of approximating maximum-entropy estimates from a finite set of input/output observations. This procedure extends the Wiener theory to the analysis of nonlinear stochastic transducers and to the analysis of transducers with multiple outputs but an inaccessible input.


Comment

We also show that for a deterministic transduction, the Wiener kernels represent maximum-entropy approximations.


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Related publication: general orthogonal functional series methods
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