Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support

DOI10.1016/j.jcp.2009.09.011zbMath1416.62052OpenAlexW2143070430MaRDI QIDQ1037762

Blaž Gotovac, Hrvoje Gotovac

Publication date: 16 November 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.09.011

zbMATH Keywords

compact supportmaximum entropy algorithm\(Fup\) basis functionsclassic moment problem

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws ⋮ Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model

Cites Work

• A Mathematical Theory of Communication
• Atomic functions: generalization to the multivariable case and promising applications
• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
• Calculation of maximum entropy densities with application to income distribution
• Approximations by atomic functions and numerical methods for Fredholm integral equations of the second kind
• An improved algorithm for the multidimensional moment-constrained maximum entropy problem
• A practical computational framework for the multidimensional moment-constrained maximum entropy principle
• Information Theory and Statistical Mechanics
• An efficient algorithm to compute maximum entropy densities
• Chaotic systems and maximum entropy formalism

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