Solving inverse problems by combination of maximum entropy and montecarlo simulation

dc.creatorNaudts, Jan
dc.date2000-11-13
dc.date.accessioned2026-07-07T02:39:20Z
dc.date.available2026-07-07T02:39:20Z
dc.descriptionThe montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can be calculated analytically by introducing Lagrange parameters. The problem of fixing these lagrangean parameters is circumvented by introduction of a microcanonical ensemble which describes a system together with its heath bath. Some further simplifying assumptions make it feasible to do montecarlo sampling of the probability distribution. The method is applied to the example of determining the distribution of the density of the earth from three data. Advantages of the method are guaranteed convergence and a clear information-theoretic foundation.
dc.description9 pages, revtex4
dc.identifierhttps://arxiv.org/abs/cond-mat/0011225
dc.identifierhttp://arxiv.org/abs/cond-mat/0011225
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/17016
dc.subjectStatistical Mechanics
dc.subjectComputational Physics
dc.subjectData Analysis, Statistics and Probability
dc.titleSolving inverse problems by combination of maximum entropy and montecarlo simulation
dc.typetext

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