A method is presented for computing the average solution of problems that are too complicated for adequate resolution, but where information about the statistics of the solution is available. The method involves computing average derivatives by interpolation based on linear regression, and an updating of a measure constrained by the available crude information. Examples are given.
|Original language||American English|
|Number of pages||5|
|Journal||Proceedings of the National Academy of Sciences of the United States of America|
|State||Published - 14 Apr 1998|