Maximum d'entropie et problème des moments

Didier Dacunha-Castelle; Fabrice Gamboa

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 4, page 567-596
  • ISSN: 0246-0203

How to cite

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Dacunha-Castelle, Didier, and Gamboa, Fabrice. "Maximum d'entropie et problème des moments." Annales de l'I.H.P. Probabilités et statistiques 26.4 (1990): 567-596. <http://eudml.org/doc/77395>.

@article{Dacunha1990,
author = {Dacunha-Castelle, Didier, Gamboa, Fabrice},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {moment conditions; linear constraints; nonlinear constraints; maximum entropy problem; moment problem; optimization; least squares},
language = {fre},
number = {4},
pages = {567-596},
publisher = {Gauthier-Villars},
title = {Maximum d'entropie et problème des moments},
url = {http://eudml.org/doc/77395},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Dacunha-Castelle, Didier
AU - Gamboa, Fabrice
TI - Maximum d'entropie et problème des moments
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 4
SP - 567
EP - 596
LA - fre
KW - moment conditions; linear constraints; nonlinear constraints; maximum entropy problem; moment problem; optimization; least squares
UR - http://eudml.org/doc/77395
ER -

References

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  3. [3] D. Dacunha-Castelle, Congrès de la Société Bernouilli Tachkent1987, North Holland, 1987. 
  4. [4] D. Dacunha-Castelle et M. Duflo, Probabilités et statistiques, tome 2, Problèmes à temps mobile, Masson, 1983. Zbl0535.62004MR732786
  5. [5] R.S. Ellis, Entropy, Large Deviations and Statistical Mechanics, Springer-Verlag, 1985. Zbl0566.60097MR793553
  6. [6] F. Gamboa, Minimisation de l'information de Kullback et maximisation de l'entropie sous une contrainte quadratique, C.R. Acad. Sci. Paris, t. 306, série I, 1988, p. 425-427. Zbl0644.60020MR934610
  7. [7] F. Gamboa et E. Gassiat, Maximum d'entropie et problème des moments cas multidimensionnels, Prob. and Math. Stat, 1990, (à paraître). Zbl0766.60003
  8. [8] E. Gassiat, Problème sommatoire par maximum d'entropie, C.R. Acad. Sci. Paris, t. 303, série I, 1986. Zbl0611.60032MR870694
  9. [9] S.F. Gull et J. Skilling, The Entropy of an Image. Maximum Entropy and Bayesian Methods in Inverse Problems, D. Reidel publishing company, 1985, p. 287-301. Zbl0545.62060
  10. [10] O. Kallenberg, Canonical Representations and Convergence Criteria for Processus with Interchangeable Moments, Z. Warschein, verw. Gebiete, Vol. 27, 1973, p. 23-26. Zbl0253.60060MR394842
  11. [11] M.G. Krein et A.A. Nudelman, The Markov Moment Problem and Extremal Problems, vol. 50, Am. Math. Soc, 1977. Zbl0361.42014MR458081
  12. [12] J. Navaza, On the Maximum Entropy Estimate of the Electron Density Fonction, Acta-Cryst, A41, 1985, p. 232-241. 
  13. [13] J. Navaza, Use of Non Local Constraints in Maximum Entropy Electron Density Reconstruction, Acta-Cryst., Vol. A42, 1986, p.212-222. 

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