Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method.
Claudio BierigAlexey ChernovPublished in: J. Comput. Phys. (2016)
Keyphrases
- maximum entropy
- monte carlo
- maximum entropy principle
- monte carlo simulation
- class conditional
- importance sampling
- objective function
- density function
- similarity measure
- particle filter
- em algorithm
- model selection
- mean shift
- markov chain
- closed form
- knn
- density estimation
- probability distribution
- dynamic programming
- prior knowledge