Calculation of Lagrange Multipliers in the Construction of Maximum Entropy Distributions in High Stochastic Dimension
DOI10.1137/120901386zbMATH Open1362.60011OpenAlexW2082778057MaRDI QIDQ5397882FDOQ5397882
Authors: Anas Batou, C. Soize
Publication date: 25 February 2014
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120901386
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