Maximum entropy and the problem of moments: a stable algorithm.

@article{Bandyopadhyay2005MaximumEA,
  title={Maximum entropy and the problem of moments: a stable algorithm.},
  author={Kalyan Bandyopadhyay and Anup Kumar Bhattacharya and Parthapratim Biswas and David A. Drabold},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2005},
  volume={71 5 Pt 2},
  pages={
          057701
        }
}
  • Kalyan Bandyopadhyay, Anup Kumar Bhattacharya, +1 author David A. Drabold
  • Published 2005
  • Medicine, Physics, Mathematics
  • Physical review. E, Statistical, nonlinear, and soft matter physics
  • We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an optimal solution can be constructed iteratively. We demonstrate the performance and stability of our algorithm with several tests on numerically difficult functions. We then consider an electronic structure application, the electronic density of states of… CONTINUE READING

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