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

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