An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem
Author:
Publisher
Mathematical Sciences Publishers
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
https://msp.org/camcos/2018/13-2/camcos-v13-n2-p02-s.pdf
Reference23 articles.
1. An improved algorithm for the multidimensional moment-constrained maximum entropy problem
2. The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
3. The multidimensional maximum entropy moment problem: a review of numerical methods
4. Information Theory and Predictability for Low-Frequency Variability
5. Fast Computations of the Exponential Function
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