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Iterative approximation of statistical distributions and relation to information geometry

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Publication:1857369
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DOI10.1023/A:1012289028897zbMath1009.93081MaRDI QIDQ1857369

Hong Wang, Christopher T. J. Dodson

Publication date: 13 April 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)



zbMATH Keywords

gamma distributionB-spline approximationstochastic differential geometryinformation theoretic entropy


Mathematics Subject Classification ID

Numerical computation using splines (65D07) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Measures of information, entropy (94A17)


Related Items (2)

A natural gradient algorithm for stochastic distribution systems ⋮ The \(\alpha\)-geometric structures on manifold of positive definite Hermite matrices







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