The convergence of entropy-based approximations for moment problems

DOI10.1080/02331939408843930zbMATH Open0816.41017OpenAlexW2059276768MaRDI QIDQ3835649FDOQ3835649

Authors: A. S. Lewis 

Publication date: 20 July 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939408843930

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zbMATH Keywords

dualitymoment problemnonlinear approximationBurg entropy

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Approximation by other special function classes (41A30) Programming in abstract spaces (90C48) Duality theory (optimization) (49N15)

Cites Work

• Convex Analysis
• Fréchet differentiability of convex functions
• Title not available (Why is that?)
• Well-posed optimization problems
• On the Convergence of Moment Problems
• Duality Relationships for Entropy-Like Minimization Problems
• Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
• Convergence of Best Entropy Estimates
• Problem of search of the minimum of entropy in indeterminate extension problems
• Recovering a function from a finite number of moments
• Partially-Finite Programming in $L_1 $ and the Existence of Maximum Entropy Estimates
• An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
• On an inverse problem of entropy othimization and related questions
• Computationally feasible high-resolution minimum-distance procedures which extend the maximum-entropy method

Cited In (3)

• Convergence of Best Entropy Estimates
• Optimization and large scale computation of an entropy-based moment closure
• Moment-matching and best entropy estimation

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