Error bounds in maximum entropy approximations

DOI10.1063/1.530245zbMath0794.65090OpenAlexW2042281053MaRDI QIDQ4276813

Michael J. Leaseburg, Lawrence R. Mead

Publication date: 31 August 1994

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

Full work available at URL: https://doi.org/10.1063/1.530245

zbMATH Keywords

predictionmoment problemerror boundsmaximum entropyaverage over a distribution

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical methods for integral transforms (65R10) Moment problems (44A60) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

The maximum entropy method applied to stationary density computation ⋮ Solving the general truncated moment problem by the \(r\)-generalized Fibonacci sequences method

Cites Work

• Solving differential equations by a maximum entropy–minimum norm method with applications to Fokker–Planck equations
• Approximate solution of Fredholm integral equations by the maximum-entropy method
• Solution to boundary value problems using the method of maximum entropy
• Properties of maximum entropy approximate solutions to Fredholm integral equations
• Maximum-entropy approach to classical hard-sphere and hard-disk equations of state
• Error bounds for maximum entropy approximate solutions to Fredholm integral equations
• Maximum entropy formalism and analytic extrapolation

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