Moment information and entropy evaluation for probability densities

DOI10.1016/j.amc.2011.11.093zbMath1250.62007OpenAlexW2033035838MaRDI QIDQ426654

Aldo Tagliani, Mariyan Milev, Pier Luigi Novi Inverardi

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.093

zbMATH Keywords

maximum entropyHausdorff moment problemKullback-Leibler distanceentropy convergence

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical aspects of information-theoretic topics (62B10)

Related Items

Recovering a distribution from its translated fractional moments ⋮ Entropy and density approximation from Laplace transforms ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Probability distributions and the maximum entropy principle ⋮ An iterative algorithm to bound partial moments ⋮ On the truncated Hausdorff moment problem under Sobolev regularity conditions ⋮ On generalization in moment-based domain adaptation ⋮ Recovery of functions from transformed moments: A unified approach ⋮ Reliability computation via a transformed mixed-degree cubature rule and maximum entropy

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