Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (Q2375153): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method |
scientific article |
Statements
Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (English)
0 references
5 December 2016
0 references
multilevel Monte Carlo method
0 references
maximum entropy method
0 references
Kullback-Leibler divergence
0 references
statistical moments
0 references
moment matching
0 references
