A new maximum entropy method for estimation of multimodal probability density function

DOI10.1016/J.APM.2021.09.029zbMATH Open1525.60025OpenAlexW3204803927MaRDI QIDQ6135628FDOQ6135628

Gang Li, Yan Zeng, Yixuan Wang, Wanxin He

Publication date: 25 August 2023

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2021.09.029

zbMATH Keywords

nonlinear transformationmaximum entropy methodfractional momentmultimodal probability density estimation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Cites Work

• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Kernel density estimation via diffusion
• Title not available (Why is that?)
• An efficient algorithm to compute maximum entropy densities
• Recent Developments in Nonparametric Density Estimation
• Hausdorff moment problem via fractional moments
• Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
• A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis
• Three-term conjugate approach for structural reliability analysis
• New maximum entropy-based algorithm for structural design optimization
• An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments

Cited In (2)

• Parameterized defuzzification with maximum entropy weighting function -- another view of the weighting function expectation method
• Optimal maximum entropy quantile function for fractional probability weighted moments and its applications in reliability analysis

This page was built for publication: A new maximum entropy method for estimation of multimodal probability density function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6135628)