Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571)
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English | Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis |
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Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (English)
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13 October 2015
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probability distribution
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discrete approximation
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generalized moment
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quadrature formula
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Kullback-Leibler information
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Fenchel duality
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