Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis
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Publication:3192571
DOI10.1137/140971269zbMath1325.62040arXiv1308.3753OpenAlexW2123925763MaRDI QIDQ3192571
Alexis Akira Toda, Ken'ichiro Tanaka
Publication date: 13 October 2015
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.3753
probability distributionquadrature formulaKullback-Leibler informationdiscrete approximationFenchel dualitygeneralized moment
Applications of statistics to economics (62P20) Approximations to statistical distributions (nonasymptotic) (62E17) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Numerical integration (65D30)
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