Calculation of Lagrange Multipliers in the Construction of Maximum Entropy Distributions in High Stochastic Dimension

DOI10.1137/120901386MaRDI QIDQ5397882zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Lagrange multipliersmaximum entropy principlehigh stochastic dimensionaccelerograms

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Discovering maximum entropy knowledge
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• Physics-constrained non-Gaussian probabilistic learning on manifolds

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