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

DOI10.1287/MOOR.21.2.442MaRDI QIDQ4895567zbMATH OpenOpenAlexFDO

Authors Jonathan M. Borwein, Dominikus Noll, A. 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

estimationspectral densityentropy functionFisher informationconvex optimal controlrelaxed moment matching

Mathematics Subject Classification ID

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

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Cited in

(14)

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• Approximate maximum entropy on the mean for instrumental variable regression
• Maximum entropy reconstruction using derivative information. II: Computational results
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• The Cramer-Rao inequality for star bodies
• Perspective functions: proximal calculus and applications in high-dimensional statistics
• Perspective functions: properties, constructions, and examples
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• On two-dimensional spectral realization
• On minimum Fisher information distributions with restricted support and fixed variance
• Dualization of signal recovery problems
• Maximum entropy solution to ill-posed inverse problems with approximately known operator
• Duality for maximum entropy diffusion MRI
• Duality and Convex Programming

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