Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (Q2375153)

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scientific article; zbMATH DE number 6661074
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    Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
    scientific article; zbMATH DE number 6661074

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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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