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

DOI10.1287/MOOR.21.2.442zbMATH Open0884.90121OpenAlexW1977573120MaRDI QIDQ4895567FDOQ4895567

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

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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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• Maximum entropy reconstruction using derivative information. II: Computational results
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• On two-dimensional spectral realization
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• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• On minimum Fisher information distributions with restricted support and fixed variance
• Maximum entropy solution to ill-posed inverse problems with approximately known operator
• Dualization of signal recovery problems
• Duality for maximum entropy diffusion MRI
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