Maximum Entropy Reconstruction for Discrete Distributions with Unbounded Support
Numerical Analysis
2014-09-02 v2
Abstract
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region where the main part of probability mass is located.
Cite
@article{arxiv.1408.2653,
title = {Maximum Entropy Reconstruction for Discrete Distributions with Unbounded Support},
author = {Alexander Andreychenko and Linar Mikeev and Verena Wolf},
journal= {arXiv preprint arXiv:1408.2653},
year = {2014}
}
Comments
5 pages