Thursday, June 23, 2011

The Maximum Entropy Method for Reconstructing Density Distriubtions

A summary of using the maximum entropy principle from information theory to reconstruct a PDF (or other distributions) given a finite number of moments. This is quite useful especially when using the method of moments in population balances or related stochastic transport processes. The document also includes some results from my code for reconstructing some bimodal and trimodal Gaussian distributions, beta, and log-normal distributions.

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Cite as:
Saad, T. "The Maximum Entropy Method for Reconstructing Density Distriubtions". Weblog entry from Please Make A Note. http://pleasemakeanote.blogspot.ca/2011/06/maximum-entropy-method-for.html