# Minimum Relative Entropy Inference for Normal and Monte Carlo Distributions

**Authors:** Marcello Colasante, Attilio Meucci  
**arXiv:** [2007.06461](https://arxiv.org/abs/2007.06461)  
**Date:** 2020-07-13  
**Summary page:** https://www.summarizepaper.com/fr/arxiv-id/2007.06461v1/

## Abstract

We represent affine sub-manifolds of exponential family distributions as minimum relative entropy sub-manifolds. With such representation we derive analytical formulas for the inference from partial information on expectations and covariances of multivariate normal distributions; and we improve the numerical implementation via Monte Carlo simulations for the inference from partial information of generalized expectation type.