Maximum entropy reconstruction using derivative information, Part 1: Fisher information and convex duality

Mathematics of Operations Research

Volumn 21, Issue 2, 1996, Pages 442-468

  Borwein, J M ^a   Lewis, A S ^b   Noll, D ^c  

^a SIMON FRASER UNIVERSITY   (Canada)

^b UNIVERSITY OF WATERLOO   (Canada)

^c UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

Duality; Fisher information; Generalized solutions; Maximum entropy method; Optimal control; Partially finite convex programming; Spectral density estimation

Indexed keywords

DYNAMIC PROGRAMMING; ENTROPY; ESTIMATION; INTERPOLATION; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; SPECTRUM ANALYSIS;

FISHER INFORMATION; MAXIMUM ENTROPY RECONSTRUCTION; PARTIALLY FINITE CONVEX PROGRAMMING; SPECTRAL DENSITY ESTIMATION;

PROBABILITY DENSITY FUNCTION;

EID: 0030134074     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.2.442     Document Type: Article

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