Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
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Publication:2375153
DOI10.1016/j.jcp.2016.03.027zbMath1349.65007OpenAlexW2305324191MaRDI QIDQ2375153
Claudio Bierig, Alexey Chernov
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2016.03.027
Kullback-Leibler divergencemaximum entropy methodmultilevel Monte Carlo methodmoment matchingstatistical moments
Monte Carlo methods (65C05) Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10)
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