The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling-Reference-Cited by-同舟云学术

The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling

Published:2009-01 Issue:1 Volume:228 Page:96-108
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Abramov Rafail V.

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference24 articles.

1. A practical computational framework for the multidimensional moment-constrained maximum entropy principle;Abramov;J. Comp. Phys.,2006

2. An improved algorithm for the multidimensional moment-constrained maximum entropy problem;Abramov;J. Comp. Phys.,2007

3. Quantifying uncertainty for non-Gaussian ensembles in complex systems;Abramov;SIAM J. Sci. Comp.,2003

4. Information theory and predictability for low frequency variability;Abramov;J. Atmos. Sci.,2005

5. Maximum entropy and the problem of moments: A stable algorithm;Bandyopadhyay;Phys. Rev. E,2005

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