Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
From MaRDI portal
Publication:2375153
DOI10.1016/j.jcp.2016.03.027zbMath1349.65007MaRDI QIDQ2375153
Claudio Bierig, Alexey Chernov
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2016.03.027
Kullback-Leibler divergence; maximum entropy method; multilevel Monte Carlo method; moment matching; statistical moments
65C05: Monte Carlo methods
60B10: Convergence of probability measures
62B10: Statistical aspects of information-theoretic topics
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