# A maximum entropy approach to interpolation

TL;DR: This paper addresses the problem of recovery of the missing samples of a signal from a few of its randomly distributed samples and extends the maximum entropy method to handle additional information about the signal, if available.

Abstract: The maximum entropy approach has been applied to several problems including spectrum estimation, image reconstruction, etc. In this paper we use this approach to address the interpolation problem. Specifically, we address the problem of recovery of the missing samples of a signal from a few of its randomly distributed samples. We also discuss the appropriateness of the maximum entropy method for different distributions of the known samples. Finally, we extend this method to handle additional information about the signal, if available.

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