Calculation of Lagrange Multipliers in the Construction of Maximum Entropy Distributions in High Stochastic Dimension

A. Batou, Christian Soize. Calculation of Lagrange Multipliers in the Construction of Maximum Entropy Distributions in High Stochastic Dimension. SIAM/ASA J. Uncertain. Quantification, 1(1):431-451, 2013. [doi]

Abstract

Abstract is missing.