| Article ID: | iaor19942223 |
| Country: | Netherlands |
| Volume: | 61 |
| Issue: | 2 |
| Start Page Number: | 251 |
| End Page Number: | 261 |
| Publication Date: | Sep 1993 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Borwein Jonathan M. |
The paper analyses several examples where the maximum entropy solution to a system of equations exists but fails to satisfy the natural (dual) formula. These examples highlight the role that finiteness of the number of constraints has in the efficacy of maximum entropy type estimation and reconstruction. The paper also provides two regularization processes which repair the problem.