A practical computational framework for the multidimensional moment-constrained maximum entropy principle

DOI10.1016/j.jcp.2005.05.008zbMath1080.65007OpenAlexW2066860688MaRDI QIDQ2572793

Rafail V. Abramov

Publication date: 4 November 2005

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.05.008

zbMATH Keywords

momentsNewton's methodrelative entropyShannon entropyfull-scale atmospheric general circulation modelLaplace multiplier

Mathematics Subject Classification ID

Related Items (10)

On the Five-Moment Maximum Entropy System of One-Dimensional Boltzmann Equation ⋮ Maximum entropy method in comminution modelling ⋮ A maximum entropy modelling of the rain drop size distribution ⋮ Information theory and dynamical system predictability ⋮ An improved algorithm for the multidimensional moment-constrained maximum entropy problem ⋮ Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework ⋮ The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling ⋮ Information flow between subspaces of complex dynamical systems ⋮ Conditional and Marginal Mutual Information in Gaussian and Hyperbolic Decay Time Series ⋮ Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support

Uses Software

• LBFGS-B

Cites Work

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• Calculation of maximum entropy densities with application to income distribution
• Hausdorff moment problem and maximum entropy: A unified approach
• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• A mathematical framework for quantifying predictability through relative entropy
• A Fast Newton Algorithm for Entropy Maximization in Phase Determination
• An efficient algorithm to compute maximum entropy densities
• Quantifying Uncertainty for Non-Gaussian Ensembles in Complex Systems
• A Limited Memory Algorithm for Bound Constrained Optimization

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