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arxiv: 1408.2653 · v2 · pith:VROQR4H7new · submitted 2014-08-12 · 🧮 math.NA

Maximum Entropy Reconstruction for Discrete Distributions with Unbounded Support

classification 🧮 math.NA
keywords distributionsdiscreteentropymaximumsupportadaptiveaddressedapproach
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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.

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