Maximum Entropy

Eduardo Souza de Cursi ()
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Eduardo Souza de Cursi: INSA Rouen Normandie

Chapter Chapter 4 in Uncertainty Quantification with R, 2024, pp 265-320 from Springer

Abstract: Abstract This chapter presents the principle of maximum entropy, which furnishes a practical method for the generation of distributions. The representation of stochastic processes by Karhunen-Loève expansions is presented, including their combination with Hilbert’s approach of uncertainty quantification. Implementations in R are given, and their use is exemplified.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-031-48208-3_4

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DOI: 10.1007/978-3-031-48208-3_4

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