Computing the maximum-entropy extension of given discrete probability distributions

Construction of probability distribution

Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices

✍ Christian Soize 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB

## Abstract The construction of probabilistic models in computational mechanics requires the effective construction of probability distributions of random variables in high dimension. This paper deals with the effective construction of the probability distribution in high dimension of a vector‐valu