Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating distribution by minimizing the Kullback-Leibler information (relative entropy) of the unknown discrete distribution relative to an initial discretization based on a quadrature formula subject to some moment constraints. We study the theoretical error bound and the convergence of this approximation method as the number of discrete points increases. We prove that (i) the theoretical error bound of the approximate expectation of any bounded continuous function has at most the same order as the quadrature formula we start with, and (ii) the approximate discrete distribution weakly converges to the given continuous distribution. Moreover, we present some numerical examples that show the advantage of the method and apply to numerically solving an optimal portfolio problem.Comment: 20 pages, 14 figure

On certain non-unique solutions of the Stieltjes moment problem

We construct explicit solutions of a number of Stieltjes moment problems based on moments of the form (2rn)! and [(rn)!]2. It is shown using criteria for uniqueness and non-uniqueness (Carleman, Krein, Berg, Pakes, Stoyanov) that for r > 1 both forms give rise to non-unique solutions. Examples of such solutions are constructed using the technique of the inverse Mellin transform supplemented by a Mellin convolution. We outline a general method of generating non-unique solutions for moment problems

Histogram Tomography

In many tomographic imaging problems the data consist of integrals along lines or curves. Increasingly we encounter "rich tomography" problems where the quantity imaged is higher dimensional than a scalar per voxel, including vectors tensors and functions. The data can also be higher dimensional and in many cases consists of a one or two dimensional spectrum for each ray. In many such cases the data contain not just integrals along rays but the distribution of values along the ray. If this is discretized into bins we can think of this as a histogram. In this paper we introduce the concept of "histogram tomography". For scalar problems with histogram data this holds the possibility of reconstruction with fewer rays. In vector and tensor problems it holds the promise of reconstruction of images that are in the null space of related integral transforms. For scalar histogram tomography problems we show how bins in the histogram correspond to reconstructing level sets of function, while moments of the distribution are the x-ray transform of powers of the unknown function. In the vector case we give a reconstruction procedure for potential components of the field. We demonstrate how the histogram longitudinal ray transform data can be extracted from Bragg edge neutron spectral data and hence, using moments, a non-linear system of partial differential equations derived for the strain tensor. In x-ray diffraction tomography of strain the transverse ray transform can be deduced from the diffraction pattern the full histogram transverse ray transform cannot. We give an explicit example of distributions of strain along a line that produce the same diffraction pattern, and characterize the null space of the relevant transform.Comment: Small corrections from last versio