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In particular, we formulate the exact maximum entropy problem solved by the SS-1 kernel without Gaussian and uniform sampling assumptions.
Here we design an improved numerical algorithm for computing the maximum entropy problem in a two- and higher-dimensional domain with higher order moment constraints.
In the recent paper we introduced new computational framework for the moment-constrained maximum entropy problem in a multidimensional domain, and developed a simple numerical algorithm capable of computing maximum entropy problem in a two-dimensional domain with moment constraints of order up to 4.
The first improvement is the use of the BFGS iterations to progress between successive polynomial reorthogonalizations rather than single Newton steps, typically reducing the total number of computationally expensive polynomial reorthogonalizations for the same maximum entropy problem.
In a recent paper we developed a new algorithm for the moment-constrained maximum entropy problem in a multidimensional setting, using a multidimensional orthogonal polynomial basis in the dual space of Lagrange multipliers to achieve numerical stability and rapid convergence of the Newton iterations.
The new algorithm is found to be capable of solving the maximum entropy problem in the two-dimensional domain with moment constraints of order up to 8, in the three-dimensional domain with moment constraints of order up to 6, and in the four-dimensional domain with moment constraints of order up to 4, corresponding to the total number of moment constraints of 44, 83 and 69, respectively.
Similar(54)
The maximum entropy completion problem for block-circulant matrices has recently been solved by the authors, although leaving open the problem of an efficient computation of the solution.
The task of reconstruction of microstructures from their limited description is posed as a maximum entropy (MaxEnt) problem.
The two- and higher-dimensional maximum entropy test problems in the current work are based upon long-term statistics of numerical simulation of the real-world geophysical model for wind stress driven oceanic currents such as the Gulf Stream and the Kuroshio.
This paper is a synthetic overview of regularization, maximum entropy and probabilistic methods for some inverse problems such as deconvolution and Fourier synthesis problems which arise in mass spectrometry.
Edward Z. Shen and Jeffrey M. Perloff, "Maximum Entropy and Bayesian Approaches to the Ratio Problem," Journal of Econometrics, 104(2), September 2001:289-313.
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