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A GRAS variant solving for minimum information loss

Lemelin, André (2009). A GRAS variant solving for minimum information loss Economic Systems Research , vol. 21 , nº 4. pp. 399-408. DOI: 10.1080/09535311003589310.

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Résumé

The fundamental idea in Junius and Oosterhaven (2003) is to break down the information contained in the a priori data into two parts: algebraic signs, and absolute values. This approach is well grounded in information theory, and provides a basis on which to solve the problem of adjusting matrices with negative entries. However, Junius and Oosterhaven (2003) have formulated a target function that is not equivalent to the Kullback and Leibler (1951) cross-entropy measure, and so is not a representation of the minimum information loss principle. Neither is the alternative target function proposed by Lenzen et al. (2007). This paper develops the exact Kullback and Leibler cross-entropy measure. In addition, following the constrained optimization approach, this paper applies the same principle to solve adjustment problems where row-sums, column-sums or both are constrained to zero.

Type de document: Article
Mots-clés libres: information
Centre: Centre Urbanisation Culture Société
Date de dépôt: 13 nov. 2020 15:20
Dernière modification: 13 nov. 2020 15:20
URI: https://espace.inrs.ca/id/eprint/9881

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