A practical computational framework for the multidimensional moment-constrained maximum entropy principle

DOI10.1016/J.JCP.2005.05.008MaRDI QIDQ2572793zbMATH OpenOpenAlexFDO

Authors Rafail V. Abramov

Publication date 4 November 2005

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

Full work available at URL https://doi.org/10.1016/j.jcp.2005.05.008

zbMATH Keywords

full-scale atmospheric general circulation modelLaplace multipliermomentsNewton's methodrelative entropyShannon entropy

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Functional limit theorems; invariance principles (60F17) Meteorology and atmospheric physics (86A10)

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Cites work

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• A Limited Memory Algorithm for Bound Constrained Optimization
• A mathematical framework for quantifying predictability through relative entropy
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• Calculation of maximum entropy densities with application to income distribution
• Hausdorff moment problem and maximum entropy: A unified approach
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• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• Quantifying Uncertainty for Non-Gaussian Ensembles in Complex Systems

Cited in

(17)

• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
• Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support
• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• Gaussian process regression for maximum entropy distribution
• On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle
• Optimization and large scale computation of an entropy-based moment closure
• An improved algorithm for the multidimensional moment-constrained maximum entropy problem
• Conditional and marginal mutual information in Gaussian and hyperbolic decay time series
• Conditioning moments of singular measures for entropy maximization II: Numerical examples
• A general maximum entropy theory: constraint optimization in probability
• Information flow between subspaces of complex dynamical systems
• An efficient algorithm to compute maximum entropy densities
• On the five-moment maximum entropy system of one-dimensional Boltzmann equation
• A Matlab program to calculate distribution with maximum Renyi entropy
• Maximum entropy method in comminution modelling
• A maximum entropy modelling of the rain drop size distribution
• Information theory and dynamical system predictability

Describes a project that uses

Uses Software

• LBFGS-B

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