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Maximal‐entropy driven determination of weights in least‐square approximation

Maximal‐entropy driven determination of weights in least‐square approximation

We exploit the idea to use the maximal‐entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one single problem in least‐square approximation. We provide evidence of the method's capabilities and performance through its application to representative …