On the application of maximum entropy to the moments problem

DOI10.1063/1.529232zbMATH Open0763.41004OpenAlexW2059952671MaRDI QIDQ3980903FDOQ3980903

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

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

Recommendations

• On the application of maximum entropy to the moments problem
• scientific article; zbMATH DE number 425559
• Maxentropic solution of fractional moment problems

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 (25)

• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum Entropy Density Estimation from Fractional Moments
• MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS
• Maxentropic solution of fractional moment problems
• On the five-moment Hamburger maximum entropy reconstruction
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• Mean squared error minimization for inverse moment problems
• On polynomial maximum entropy method for classical moment problem
• 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
• Function reconstruction as a classical moment problem: a maximum entropy approach

This page was built for publication: On the application of maximum entropy to the moments problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3980903)