ERROR-BOUNDS IN MAXIMUM-ENTROPY APPROXIMATIONS
Physics and Astronomy
A useful technique in underdetermined inverse problems is that of maximum entropy. A simple error bound for averages over a distribution approximated by the maximum entropy method in the case of the undetermined Hausdorff moment problem was devised. Under the conditions specified, the error bound for averages over such an approximate distribution can be very tight. Numerical examples to illustrate are presented.
JOURNAL OF MATHEMATICAL PHYSICS
Mead, L. R.
(1993). ERROR-BOUNDS IN MAXIMUM-ENTROPY APPROXIMATIONS. JOURNAL OF MATHEMATICAL PHYSICS, 34(12), 6009-6015.
Available at: http://aquila.usm.edu/fac_pubs/6695