Search Results - subject:"Entropy method"

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 457-463

Persistent link: https://www.econbiz.de/10010195910

Revisiting the Gaia Hypothesis: Maximum Entropy, Kauffman’s‘Fourth Law’ and Physiosemeiosis

Herrmann-Pillath, Carsten - Frankfurt School of Finance & Management - 2011

Recently, Kleidon suggested a restatement of the Gaia hypothesis based on Maximum Entropyapproaches to the Earth system. Refuting conceptions of Gaia as a homeostatic system,Gaia is seen as a non-equilibrium thermodynamic system which continuously moves awayfrom equilibrium, driven by maximum...

Persistent link: https://www.econbiz.de/10009005037

The cross-entropy method for combinatorial optimization, rare event simulation and neural computation

Boer, Pieter-Tjerk de (contributor) - 2005

Persistent link: https://www.econbiz.de/10004871522

Estimación anual de matrices de contabilidad social usando el método de la mínima entropía: aplicación a la economía española del año 2000/Annual Estimation the Social Accounting Matrices Using Cross Entropy Methods: Aplicattion to the Spanish Economy for 2000.

RODRÍGUEZ MORILLA, CARMEN; LLANES DÍAZ-SALAZAR, GASPAR - In: Estudios de Economía Aplicada 23 (2005) Abril, pp. 279-302

Cruzada” (“Cross Entropy Method”): una con formulación combinada origen-destino y otra con formulación input-output simétrica …, both calculated using Cross Entropy Method: one following use-income formulation and other with symmetric input …

Persistent link: https://www.econbiz.de/10005690354

Grey relation analysis of causes for change orders in highway construction

Wu, Chao-Hui; Hsieh, Ting-Ya; Cheng, Wen-Lon; Lu, Shih-Tong - In: Construction Management and Economics 22 (2004) 5, pp. 509-520

Change orders issued during the construction of the second national highway in Taiwan have been categorized depending on whether they originate from owner, design consultant, on-site contractor unit, or external parties. A total of 34 change order causes are found for this construction project....

Persistent link: https://www.econbiz.de/10005633157

Generalized Hausdorff inverse moment problem

Pintarelli, María B.; Vericat, Fernando - In: Physica A: Statistical Mechanics and its Applications 324 (2003) 3, pp. 568-588

We consider a generalization of Hausdorff moment problem in which the inputs are generalized moments defined by μαn≡∫01xn[f(x)]αdx(n=1,2,…) where α is a real number and f(x) is the probability density function to be determined. The necessary and sufficient conditions for the existence...

Persistent link: https://www.econbiz.de/10011062701

Maximum-entropy approach with higher moments for solving Fokker–Planck equation

El-Wakil, S.A.; Abulwafa, E.M.; Abdou, M.A.; Elhanbaly, A. - In: Physica A: Statistical Mechanics and its Applications 315 (2002) 3, pp. 480-492

The maximum-entropy method with higher number of moments is used to solve the Fokker–Planck equation. An adopted Newton …

Persistent link: https://www.econbiz.de/10010873968

Distribution functions in Ising patches: a test case for protein denaturation

Poland, Douglas - In: Physica A: Statistical Mechanics and its Applications 309 (2002) 1, pp. 45-68

moments of the enthalpy distribution for the protein. Using the maximum-entropy method one can then use these moments to … those calculated using a finite number of moments and the maximum-entropy method and we find that the latter give excellent … analyze a soluble model system to test the accuracy of the approximate distribution functions obtained from the maximum-entropy …

Persistent link: https://www.econbiz.de/10010588413

Adaptive Monte Carlo on multivariate binary sampling spaces

Schäfer, Christian; Chopin, Nicolas - Université Paris-Dauphine (Paris IX)

A Monte Carlo algorithm is said to be adaptive if it can adjust automatically its current proposal distribution, using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for a good performance. We treat the problem of constructing...

Persistent link: https://www.econbiz.de/10011073707