An efficient algorithm to compute maximum entropy densities
From MaRDI portal
Publication:4246594
Recommendations
- Efficient numerical approximation of maximum entropy estimates
- An efficient algorithm to generate maximum entropy distributions
- The maximum entropy method applied to stationary density computation
- scientific article; zbMATH DE number 4188971
- A practical computational framework for the multidimensional moment-constrained maximum entropy principle
Cites work
- scientific article; zbMATH DE number 194921 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 852532 (Why is no real title available?)
- scientific article; zbMATH DE number 3107192 (Why is no real title available?)
- A compendium to information theory in economics and econometrics
Cited in
(36)- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
- Diagnosis and impacts of non-Gaussianity of innovations in data assimilation
- Entropy, optimization and counting
- scientific article; zbMATH DE number 1236334 (Why is no real title available?)
- DETERMINATION OF UNBIASED RECONSTRUCTIONS
- A Characterization of probability densities with expected log likelihood
- Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support
- Bayesian reliability estimation for deteriorating systems with limited samples using the maximum entropy approach
- scientific article; zbMATH DE number 3938413 (Why is no real title available?)
- Maximum entropy distribution subject to subset constraints with application
- On the computability of continuous maximum entropy distributions with applications
- A new maximum entropy method for estimation of multimodal probability density function
- Fourth order pseudo maximum likelihood methods
- On the recovery of joint distributions from limited information
- scientific article; zbMATH DE number 4188971 (Why is no real title available?)
- A combined reliability analysis approach with dimension reduction method and maximum entropy method
- scientific article; zbMATH DE number 2150616 (Why is no real title available?)
- Rules of proof for maximal entropy inference
- Computational methods in optimization considering uncertainties - An overview
- Entropy densities with an application to autoregressive conditional skewness and kurtosis.
- A survey on approaches for reliability-based optimization
- Efficient numerical approximation of maximum entropy estimates
- A practical computational framework for the multidimensional moment-constrained maximum entropy principle
- Rearrangement algorithm and maximum entropy
- An efficient algorithm to generate maximum entropy distributions
- Determining maximal entropy functions for objective Bayesian inductive logic
- On the performance of the flexible maximum entropy distributions within partially adaptive estimation
- Maximum entropy estimation of density and regression functions
- Calculation of maximum entropy densities with application to income distribution
- MAXIMUM ENTROPY ALGORITHMS FOR UNCERTAINTY MEASURES
- The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
- A Matlab program to calculate distribution with maximum Renyi entropy
- Objective Bayesian Nets for Integrating Consistent Datasets
- An improved algorithm for the multidimensional moment-constrained maximum entropy problem
- Exact maximum-entropy estimation with Feynman diagrams
- A maximum likelihood algorithm for the estimation and renormalization of exponential densities
This page was built for publication: An efficient algorithm to compute maximum entropy densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4246594)