Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality

DOI10.1287/moor.21.2.442zbMath0884.90121OpenAlexW1977573120MaRDI QIDQ4895567

Dominikus Noll, Jonathan M. Borwein, Adrian S. Lewis

Publication date: 5 April 1998

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.2.442

zbMATH Keywords

estimationFisher informationspectral densityentropy functionconvex optimal controlrelaxed moment matching

Mathematics Subject Classification ID

Convex programming (90C25) Programming in abstract spaces (90C48) Semi-infinite programming (90C34) Duality theory (optimization) (49N15)

Related Items (10)

Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory ⋮ On minimum Fisher information distributions with restricted support and fixed variance ⋮ Perspective functions: properties, constructions, and examples ⋮ Perspective functions: proximal calculus and applications in high-dimensional statistics ⋮ Dualization of signal recovery problems ⋮ Maximum entropy solution to ill-posed inverse problems with approximately known operator ⋮ Approximate maximum entropy on the mean for instrumental variable regression ⋮ Maximum entropy estimation for survey sampling ⋮ Duality and Convex Programming ⋮ The Cramer-Rao inequality for star bodies

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