Conditioning moments of singular measures for entropy maximization. II: numerical examples

Budišić, M; Putinar, M

doi:10.1090/conm/661/13288

Conditioning moments of singular measures for entropy maximization. II: numerical examples

Lookup NU author(s): Professor Mihai Putinar

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Abstract

If moments of singular measures are passed as inputs to the entropy maximization procedure, the optimization algorithm might not terminate. The framework developed in [5] demonstrated how input moments of measures, on a broad range of domains, can be conditioned to ensure convergence of the entropy maximization. Here we numerically illustrate the developed framework on simplest possible examples: measures with onedimensional, bounded supports. Three examples of measures are used to numerically compare approximations obtained through entropy maximization with and without the conditioning step.