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

DOI10.1016/J.APM.2021.09.029MaRDI QIDQ6135628zbMATH OpenOpenAlexFDO

Authors Gang Li, Yixuan Wang, Yan Zeng, 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

• A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis
• An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments
• An efficient algorithm to compute maximum entropy densities
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Deep learning
• Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
• Hausdorff moment problem via fractional moments
• Kernel density estimation via diffusion
• New maximum entropy-based algorithm for structural design optimization
• Recent Developments in Nonparametric Density Estimation
• Three-term conjugate approach for structural reliability analysis

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

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