An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem

DOI10.2140/CAMCOS.2018.13.189zbMath1409.65034arXiv1702.02242OpenAlexW3100442711MaRDI QIDQ1789236

Wenrui Hao, John Harlim

Publication date: 10 October 2018

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.02242

zbMATH Keywords

homotopy continuationmaximum entropyequation-by-equation methodmoment constrained

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Measures of information, entropy (94A17)

Related Items (5)

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Uses Software

• Bertini

Cites Work

• Unnamed Item
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