Author:
Gamboa Fabrice,Guéneau Christine,Klein Thierry,Lawrence Eva
Abstract
In this paper, we study entropy maximisation problems in order to reconstruct functions or measures subject to very general integral constraints. Our work has a twofold purpose. We first make a global synthesis of entropy maximisation problems in the case of a single reconstruction (measure or function) from the convex analysis point of view, as well as in the framework of the embedding into the Maximum Entropy on the Mean (MEM) setting. We further propose an extension of the entropy methods for a multidimensional case.
Subject
Management Science and Operations Research,Computer Science Applications,Theoretical Computer Science