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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| English | 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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0.9425588
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0.90088755
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0.89839375
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0.89348334
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0.8921611
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0.88650537
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