The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling

DOI10.1016/j.jcp.2008.08.020zbMath1157.65381OpenAlexW2147283336MaRDI QIDQ1000209

Rafail V. Abramov

Publication date: 5 February 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.08.020

zbMATH Keywords

convex optimizationnumerical methodsmaximum entropy problemmoment constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Related Items (11)

Gaussian process regression for maximum entropy distribution ⋮ Estimation of dynamic systems using a method of characteristics filter ⋮ Coupling kinetic and continuum using data-driven maximum entropy distribution ⋮ On the Five-Moment Maximum Entropy System of One-Dimensional Boltzmann Equation ⋮ Adaptive change of basis in entropy-based moment closures for linear kinetic equations ⋮ Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws ⋮ Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties ⋮ Droplet size and velocity distributions for spray modelling ⋮ A maximum entropy modelling of the rain drop size distribution ⋮ An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem ⋮ Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support

Uses Software

• LBFGS-B

Cites Work

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