Parallel Monte Carlo for entropy-robust estimation

MaRDI QIDQ2788878zbMATH OpenFDO

Authors Yuri S. Popkov, Alexey Yu. Popkov, B. S. Darkhovskij

Publication date 22 February 2016

Published in Matematicheskoe Modelirovanie (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/mm3606

zbMATH Keywords

distributionsMonte Carlo methodsparallel algorithmsrandomized algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Estimation and optimization of MLE maximum entropy probability density
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• Asymptotic efficiency of maximum entropy estimates

Cited in

(2)

• Mathematical methods of randomized machine learning
• Estimating the characteristics of randomized dynamic data models (the entropy-robust approach)

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