Minimisation de l'entropie relative par méthode de Monte-Carlo

DOI10.1016/S0764-4442(01)01835-3zbMath0978.60007OpenAlexW2087371545MaRDI QIDQ2711896

Benjamin Jourdain, Laurent A. Nguyen

Publication date: 24 January 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)01835-3

zbMATH Keywords

Monte Carlo methodentropy measuresminimum entropyconstrained minimization problemconsistency of a calibration method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic measure theory (60A10) Measures of information, entropy (94A17)

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