| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6187156 | 2024-01-10 | Paper |
| Ill-posed linear inverse problems with box constraints: A new convex optimization approach | 2023-07-05 | Paper |
| Canonical equivalence of a charge in a time dependent, spatially-homogeneous electromagnetic field to a time-dependent perturbed oscillator | 2023-06-26 | Paper |
| Loss data analysis. The maximum entropy approach | 2022-12-05 | Paper |
| A model-free, non-parametric method for density determination, with application to asset returns | 2022-07-15 | Paper |
| Calibration of short rate term structure models from bid-ask coupon bond prices | 2022-06-23 | Paper |
| Construction of contingency tables by maximum entropy in the mean | 2022-05-25 | Paper |
| Prediction in Riemannian metrics derived from divergence functions | 2022-05-25 | Paper |
| Maximum entropy in the mean methods in propensity score matching for interval and noisy data | 2022-05-17 | Paper |
| Classical and quantum harmonic oscillators subject to a time dependent force | 2022-04-07 | Paper |
| Harmonic oscillators, waves and Gaussian processes | 2021-11-12 | Paper |
| Forced harmonic oscillators, waves on a forced string and changes of measure | 2021-11-12 | Paper |
| Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean, and geometry in the space of probabilities | 2021-09-02 | Paper |
| Geometry of the probability simplex and its connection to the maximum entropy method | 2020-12-07 | Paper |
| Maximum entropy in the mean: A useful tool for constrained linear problems | 2020-08-24 | Paper |
| From generalized arithmetic means to geodesics to Hamilton dynamics to Bregman divergences | 2020-07-29 | Paper |
| A predictive approach to generalized arithmetic means | 2020-05-15 | Paper |
| Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences | 2020-03-10 | Paper |
| Best predictors in logarithmic distance between positive random variables | 2020-01-17 | Paper |
| Inferring probability densities from expert opinion | 2020-01-15 | Paper |
| Hitting spheres with Brownian motion revisited | 2019-09-25 | Paper |
| Application of the method of maximum entropy in the mean to classification problems | 2018-11-13 | Paper |
| Numerical determination of hitting time distributions from their Laplace transforms: simple cases | 2018-09-20 | Paper |
| Entropy and density approximation from Laplace transforms | 2018-08-24 | Paper |
| Sample dependence in the maximum entropy solution to the generalized moment problem | 2018-08-14 | Paper |
| Superresolution in the maximum entropy approach to invert Laplace transforms | 2018-05-03 | Paper |
| Loss data analysis. The maximum entropy approach | 2018-01-10 | Paper |
| Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean | 2017-10-05 | Paper |
| Prediction in logarithmic distance | 2017-03-25 | Paper |
| Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods | 2016-12-14 | Paper |
| Recovering a distribution from its translated fractional moments | 2016-09-13 | Paper |
| A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean | 2016-06-15 | Paper |
| Density reconstructions with errors in the data | 2016-06-15 | Paper |
| Maxentropic approach to decompound aggregate risk losses | 2015-09-14 | Paper |
| Two maxentropic approaches to determine the probability density of compound risk losses | 2015-05-26 | Paper |
| Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments | 2015-01-28 | Paper |
| Fractional Moments and Maximum Entropy: Geometric Meaning | 2014-11-26 | Paper |
| An entropic estimator for linear inverse problems | 2014-09-08 | Paper |
| Determination of the distribution of total loss from the fractional moments of its exponential | 2014-07-04 | Paper |
| Laplace transform inversion on the real line is truly ill-conditioned | 2014-06-20 | Paper |
| Stochastic volatility models including open, close, high and low prices | 2012-06-26 | Paper |
| A method for determining risk aversion functions from uncertain market prices of risk | 2012-02-10 | Paper |
| A concentrated, nonlinear information-theoretic estimator for the sample selection model | 2012-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2996078 | 2011-05-05 | Paper |
| Assessment and propagation of input uncertainty in tree-based option pricing models | 2011-02-22 | Paper |
| Recovering decay rates from noisy measurements with maximum entropy in the mean | 2010-12-01 | Paper |
| Stieltjes moment problem and fractional moments | 2010-07-19 | Paper |
| Hausdorff moment problem and fractional moments | 2010-07-19 | Paper |
| Bayesian parameter inference for models of the Black and Scholes type | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656180 | 2010-01-13 | Paper |
| Determination of risk pricing measures from market prices of risk | 2009-01-16 | Paper |
| Inverse problems for random walks on trees: network tomography | 2008-12-10 | Paper |
| Hitting Time and Inverse Problems for Markov Chains | 2008-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3529132 | 2008-10-20 | Paper |
| A Proposal for a New Bound for Discrete Distributions | 2008-09-24 | Paper |
| Predictive approach to some quantum paradoxes | 2008-02-15 | Paper |
| Intrinsic geometry on the class of probability densities and exponential families | 2008-02-15 | Paper |
| In search of the best approximant | 2007-09-17 | Paper |
| A geometry on the space of probabilities. I: The finite dimensional case | 2007-05-14 | Paper |
| A geometry on the space of probabilities. II: Projective spaces and exponential families | 2007-05-03 | Paper |
| Maxentropic solution of fractional moment problems | 2006-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5708290 | 2005-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5703197 | 2005-11-08 | Paper |
| A perturbative approach for reconstructing diffusion coefficients | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425336 | 2003-12-03 | Paper |
| Maxentropic construction of risk neutral measures: discrete market models | 2003-10-09 | Paper |
| Entropic approach to interior point solution of linear programs | 2003-07-30 | Paper |
| On Poisson-Dirichlet problems with polynomial data | 2003-06-16 | Paper |
| Probabilistic approach to an image reconstruction problem | 2003-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791644 | 2003-01-29 | Paper |
| Inverse problem for the acoustic wave equation: A probabilistic approach to approximations and uniqueness | 2003-01-28 | Paper |
| A generalized maxentropic inversion procedure for noisy data. | 2003-01-28 | Paper |
| Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions | 2003-01-28 | Paper |
| Maxentropic Reconstruction of Some Probability Distributions | 2002-12-11 | Paper |
| Probabilistic Remarks in the Theory of Scattering by Soft Obstacles | 2002-12-11 | Paper |
| Maxentropic reconstruction with uncertainty in the data and varying a priori information | 2002-05-05 | Paper |
| A comparative study of some reconstruction methods for linear inverse problems. | 2002-05-05 | Paper |
| Parameter estimation in superposition of decaying exponentials | 2000-09-05 | Paper |
| Linear reconstruction problems with convex constraints: Influence of the a priori data | 2000-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225274 | 1999-01-18 | Paper |
| The Weierstrass Approximation Theorem and Large Deviations | 1998-04-28 | Paper |
| Solving Fredholm equations by maximum entropy on the mean. Application to superresolution | 1998-03-17 | Paper |
| Maxentropic reconstruction of Fourier and Laplace transforms under nonlinear constraints | 1997-09-17 | Paper |
| A maxentropic procedure for reconstructing a distribution from its marginals | 1997-05-28 | Paper |
| Maxentropic reconstruction of Fourier and Laplace transforms | 1996-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4846155 | 1995-08-22 | Paper |
| A path integral approach for solving Euler's equation describing the oscillations of an infinite bar | 1994-09-25 | Paper |
| Hitting spheres from the exterior | 1994-08-11 | Paper |
| Hitting spheres with Brownian motion and Sommerfeld's radiation condition | 1994-06-08 | Paper |
| Probabilistic approach to wave propagation problems. IV: Reflecting boundaries | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999362 | 1992-09-17 | Paper |
| The max-ent approach to linear programming with quadratic errors | 1991-01-01 | Paper |
| Probabilistic approach to wave propagation problems. III: Brownian local times and waves in layered media | 1991-01-01 | Paper |
| Linear programming with maximum entropy | 1990-01-01 | Paper |
| Diffusions on some submanifolds of Euclidean spaces | 1990-01-01 | Paper |
| Probabilistic approach to wave propagation problems. II: Boundary value problems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5752943 | 1989-01-01 | Paper |
| The Feynman-Kac formula and the Hamilton-Jacobi equation | 1989-01-01 | Paper |
| Umbral calculus via integral transforms | 1988-01-01 | Paper |
| Characterization of vector valued, Gaussian, stationary, Markov processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4728306 | 1986-01-01 | Paper |
| Multidimensional extension of Faa di Bruno's formula | 1986-01-01 | Paper |
| Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721870 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3726131 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742783 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787159 | 1986-01-01 | Paper |
| Probabilistic approach for comparing first eigenvalues | 1985-01-01 | Paper |
| Canonical transformations, umbral calculus and orthogonal theory | 1985-01-01 | Paper |
| Evolution semigroups and Hamiltonian flows | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3691119 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3331974 | 1984-01-01 | Paper |
| Bounds for the first eigenvalue of a spherical cap | 1983-01-01 | Paper |
| Integration of the linear filtering problem by means of canonical transformations | 1983-01-01 | Paper |
| Linearized Boltzmann equations. I: Representation of solutions | 1982-01-01 | Paper |
| Remarks on the equation \(dX_t=a(X_t)dB_t\). | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3962038 | 1981-01-01 | Paper |
| Infinitesimal generators of time changed processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868564 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873277 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4188538 | 1979-01-01 | Paper |
| On generators of subordinate semigroups | 1978-01-01 | Paper |
| On entrance—exit distributions of Markov processes | 1978-01-01 | Paper |
| Levy systems for time-changed processes | 1977-01-01 | Paper |
