On the application of maximum entropy to the moments problem

DOI10.1063/1.529232zbMATH Open0763.41004OpenAlexW2059952671MaRDI QIDQ3980903FDOQ3980903

T. D. Spearman, S. Ciulli, Mehdi Mounsif, N. Gorman

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1063/1.529232

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zbMATH Keywords

momentsentropyapproximation with constraints

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Applications of quantum theory to specific physical systems (81V99)

Cites Work

• An algorithm for finding the distribution of maximal entropy
• Maximum entropy formalism and analytic extrapolation

Cited In (21)

• Error bounds in maximum entropy approximations
• Multivariate truncated moments problems and maximum entropy
• On the application of maximum entropy to the moments problem
• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
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• Maximum Entropy Density Estimation from Fractional Moments
• MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS
• Maxentropic solution of fractional moment problems
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• Construction of polygonal interpolants: a maximum entropy approach
• Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support
• Calculation of Lagrange Multipliers in the Construction of Maximum Entropy Distributions in High Stochastic Dimension
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• Maxentropic reconstruction of Fourier and Laplace transforms
• The Hausdorff entropic moment problem
• The existence conditions for maximum entropy distributions, having prescribed the first three moments
• Maximum entropy in the Hamburger moments problem
• Relative entropy and the multivariable multidimensional moment problem
• On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems
• Maximum entropy and the moment problem

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