Maximum Entropy Reconstruction for Discrete Distributions with Unbounded Support

Autor:	Andreychenko, Alexander, Mikeev, Linar, Wolf, Verena
Rok vydání:	2014
Předmět:	Mathematics - Numerical Analysis
Druh dokumentu:	Working Paper
Popis:	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. Comment: 5 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1408.2653 Zobrazit plný text záznamu View this record from Arxiv