Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (Q2375153): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method |
scientific article |
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Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (English)
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5 December 2016
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multilevel Monte Carlo method
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maximum entropy method
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Kullback-Leibler divergence
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statistical moments
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moment matching
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