Maximum Entropy Methods
Document Type
Book Chapter
Publication Date
10-1-2022
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
The maximum entropy method, originating from Jaynes’ maximum entropy principle, has been a numerical scheme that recovers a density function when its several moments are known. From Shannon’s entropy for discrete sample spaces to Boltzmann’s entropy for density functions and to the invention of the spline maximum entropy method, we survey some of the historical developments of this method in the past decades for the computation of important density functions, particularly for the stationary densities of Markov operators and invariant densities of Frobenius–Perron operators.
Publication Title
Frontiers In Entropy Across the Disciplines
First Page
175
Last Page
196
Recommended Citation
Ding, J.
(2022). Maximum Entropy Methods. Frontiers In Entropy Across the Disciplines, 175-196.
Available at: https://aquila.usm.edu/fac_pubs/20591