Moment information and entropy evaluation for probability densities
From MaRDI portal
Publication:426654
DOI10.1016/j.amc.2011.11.093zbMath1250.62007OpenAlexW2033035838MaRDI QIDQ426654
Aldo Tagliani, Mariyan Milev, Pier Luigi Novi Inverardi
Publication date: 11 June 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.093
Exact distribution theory in statistics (62E15) Statistical aspects of information-theoretic topics (62B10)
Related Items
Recovering a distribution from its translated fractional moments ⋮ Entropy and density approximation from Laplace transforms ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Probability distributions and the maximum entropy principle ⋮ An iterative algorithm to bound partial moments ⋮ On the truncated Hausdorff moment problem under Sobolev regularity conditions ⋮ On generalization in moment-based domain adaptation ⋮ Recovery of functions from transformed moments: A unified approach ⋮ Reliability computation via a transformed mixed-degree cubature rule and maximum entropy
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hausdorff moment problem and maximum entropy: on the existence conditions
- Hausdorff moment problem: Reconstruction of distributions
- Hausdorff moment problem: reconstruction of probability density functions
- Hausdorff moment problem and fractional moments
- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- Entropy-convergence in Stieltjes and Hamburger moment problem
- How bad are Hankel matrices?
- Hausdorff moment problem via fractional moments
- Maximum entropy solutions and moment problem in unbounded domains
- Hausdorff moment problem and maximum entropy: A unified approach
- The condition number of real Vandermonde, Krylov and positive definite Hankel matrices
- Entropy estimate of probability densities having assigned moments: Hausdorff case
- Spectral properties of Hankel matrices and numerical solutions of finite moment problems
- Lyapunov exponents and the natural invariant density determination of chaotic maps: an iterative maximum entropy ansatz
- Recovering a function from a finite number of moments
- Bounds on the Tail Probability and Absolute Difference Between Two Distributions
- Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?
- Elements of Information Theory
- Geometry of moment spaces
