A note about minimum relative entropy solutions of finite moment problems

DOI10.1080/01630569508816666zbMath0856.65142OpenAlexW1963730398MaRDI QIDQ4883629

Gabriele Inglese

Publication date: 2 July 1996

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569508816666

zbMATH Keywords

finite Hausdorff moment problemminimum relative entropy solutionsundetermined inverse problems

Mathematics Subject Classification ID

Numerical methods for integral transforms (65R10) Moment problems (44A60)

Related Items (5)

Fourier-Legendre approximation of a probability density from discrete data ⋮ Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws ⋮ Moments and the range of the derivative ⋮ Numerical aspects of finite Hausdorff moment problem by maximum entropy approach ⋮ Hausdorff moment problem and maximum entropy: A unified approach

Cites Work

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• I-divergence geometry of probability distributions and minimization problems
• Moment-matching and best entropy estimation
• Reproducing probability density classes on Lie groups with application to discrete-time filtering (Corresp.)
• Maximum entropy regularization of Fredholm integral equations of the first kind
• On the application of maximum entropy to the moments problem
• Geometry of moment spaces
• What is the Laplace Transform?

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