An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem

DOI10.2140/camcos.2018.13.189zbMath1409.65034arXiv1702.02242OpenAlexW3100442711MaRDI QIDQ1789236

Wenrui Hao, John Harlim

Publication date: 10 October 2018

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.02242

zbMATH Keywords

homotopy continuationmaximum entropyequation-by-equation methodmoment constrained

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Measures of information, entropy (94A17)

Related Items (5)

Linear response based parameter estimation in the presence of model error ⋮ A gradient descent method for solving a system of nonlinear equations ⋮ A parameter estimation method using linear response statistics: Numerical scheme ⋮ A homotopy training algorithm for fully connected neural networks ⋮ A stochastic homotopy tracking algorithm for parametric systems of nonlinear equations

Uses Software

• Bertini

Cites Work

• Unnamed Item
• Continuation along bifurcation branches for a tumor model with a necrotic core
• The multidimensional maximum entropy moment problem: a review on numerical methods
• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
• Numerical integration using sparse grids
• Calculation of maximum entropy densities with application to income distribution
• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• An improved algorithm for the multidimensional moment-constrained maximum entropy problem
• Newton's method with deflation for isolated singularities of polynomial systems
• A Fast Newton Algorithm for Entropy Maximization in Phase Determination
• Remarks on Some Nonparametric Estimates of a Density Function
• Information Theory and Statistical Mechanics
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Fourth-Order Time-Stepping for Stiff PDEs
• Is Gauss Quadrature Better than Clenshaw–Curtis?
• On Estimation of a Probability Density Function and Mode

This page was built for publication: An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem