ERROR-BOUNDS IN MAXIMUM-ENTROPY APPROXIMATIONS

Authors
LEASEBURG MJ MEAD LR
Citation
Mj. Leaseburg et Lr. Mead, ERROR-BOUNDS IN MAXIMUM-ENTROPY APPROXIMATIONS, Journal of mathematical physics, 34(12), 1993, pp. 6009-6015
Citations number
16
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of mathematical physics → ACNP
ISSN journal
00222488
Volume
34
Issue
12
Year of publication
1993
Pages
6009 - 6015
Database
ISI
SICI code
0022-2488(1993)34:12<6009:EIMA>2.0.ZU;2-M
Abstract
A useful technique in underdetermined inverse problems is that of maxi mum entropy. A simple error bound for averages over a distribution app roximated by the maximum entropy method in the case of the undetermine d Hausdorff moment problem was devised. Under the conditions specified , the error bound for averages over such an approximate distribution c an be very tight. Numerical examples to illustrate are presented.