University of Illinois Urbana-Champaign

On the Existence and Characterization of the Maxent Distribution under Moment Inequality Constraints

Ishwar, Prakash; Moulin, Pierre

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https://hdl.handle.net/2142/103795

Description

Title
On the Existence and Characterization of the Maxent Distribution under Moment Inequality Constraints
Author(s)
  • Ishwar, Prakash
  • Moulin, Pierre
Issue Date
2001-10
Keyword(s)
  • Convex analysis
  • Cross entropy
  • Differential entropy
  • Infinite dimensional constrained optimization
  • Information theory
  • Maximum entropy methods
Publisher
Coordinated Science Laboratory, University of Illinois at Urbana-Champaign
Series/Report Name or Number
Coordinated Science Laboratory Report no. UILU-ENG 01-2223 REVISED
Type of Resource
text
Language
en
Permalink
http://hdl.handle.net/2142/103795

Owning Collections

Report - Coordinated Science Laboratory PRIMARY