N. Agmon, Y. Alhassid, and R. D. Levine, An algorithm for finding the distribution of maximal entropy, Journal of Computational Physics, vol.30, issue.2, pp.250-258, 1979.
DOI : 10.1016/0021-9991(79)90102-5

A. Balestrino, A. Caiti, and E. Crisostomi, Efficient numerical approximation of maximum entropy estimates, International Journal of Control, vol.88, issue.9, pp.1145-1155, 2006.
DOI : 10.1016/S0304-4076(03)00114-3

A. L. Berger, S. A. Dellapietra, and V. J. Dellapietra, A maximum entropy approach to natural language processing, Computational Linguistics, vol.22, issue.1, pp.39-71, 1996.

K. Burrage, Numerical Methods for Second???Order Stochastic Differential Equations, SIAM Journal on Scientific Computing, vol.29, issue.1, pp.245-264, 2010.
DOI : 10.1137/050646032

K. D. Chan, G. Subbarayan, and L. Nguyen, Maximum-Entropy Principle for Modeling Damage and Fracture in Solder Joints, Journal of Electronic Materials, vol.6, issue.2, pp.398-411, 2012.
DOI : 10.1007/s11664-011-1804-9

B. Chen, J. Hu, and Y. Zhu, Computing maximum entropy densities: A hybrid approach, Signal Processing: An International Journal, vol.4, issue.2, pp.114-122, 2010.

R. Dewar, Information theory explanation of the fluctuation theorem, maximum entropy production and self-organized criticality in non-equilibrium stationary states, Journal of Physics A: Mathematical and General, vol.36, issue.3, pp.631-641, 2003.
DOI : 10.1088/0305-4470/36/3/303

D. E-r-d-o-g-m-u-s, K. E. Di, I. , Y. N. , and J. C. , P r i n c i p e , Minimax mutual information approach for independent components analysis, Neural Computation, vol.16, issue.6, pp.1235-1252, 2004.

A. Golan, G. Judge, and D. Miller, Maximum entropy econometrics: robust estimation with limited data, 1996.

W. K. Hastings, Monte Carlo sampling methods using Markov chains and their applications, Biometrika, vol.57, issue.1, pp.57-97, 1970.
DOI : 10.1093/biomet/57.1.97

K. Itô, On stochastic differential equations, 1951.

E. T. Jaynes, Information Theory and Statistical Mechanics, Physical Review, vol.106, issue.4, pp.620-630, 1957.
DOI : 10.1103/PhysRev.106.620

A. K. Livesey and J. Skilling, Maximum entropy theory, Acta Crystallographica Section A Foundations of Crystallography, vol.41, issue.2, pp.113-122, 1985.
DOI : 10.1107/S0108767385000241

A. Lygre and H. E. Krogstad, Maximum Entropy Estimation of the Directional Distribution in Ocean Wave Spectra, Journal of Physical Oceanography, vol.16, issue.12, pp.2052-2060, 1986.
DOI : 10.1175/1520-0485(1986)016<2052:MEEOTD>2.0.CO;2

R. Mead and N. Papanicolaou, Maximum entropy in the problem of moments, Journal of Mathematical Physics, vol.25, issue.8, pp.2404-2417, 1984.
DOI : 10.1063/1.526446

D. O-r-m-o-n-e-i-t and H. , W h i t e , An efficient algorithm to compute maximum entropy densities, Econometrics reviews, pp.127-140, 1999.

A. Papoulis, Maximum entropy and spectral estimation: A review, IEEE Transactions on Acoustics, Speech, and Signal Processing, vol.29, issue.6, pp.1176-1186, 1981.
DOI : 10.1109/TASSP.1981.1163713

S. J. Phillips, R. P. Anderson, and R. E. Schapire, Maximum entropy modeling of species geographic distributions, Ecological Modelling, vol.190, issue.3-4, pp.3-4, 2006.
DOI : 10.1016/j.ecolmodel.2005.03.026

C. E. Shannon, A Mathematical Theory of Communication, Bell System Technical Journal, vol.27, issue.3, pp.379-423, 1948.
DOI : 10.1002/j.1538-7305.1948.tb01338.x

J. E. Shore and R. W. Johnson, Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy, IEEE Transactions on Information Theory, vol.26, issue.1, pp.26-37, 1980.
DOI : 10.1109/TIT.1980.1056144

J. Skilling and R. K. Bryan, Maximum entropy image reconstruction: general algorithm, Monthly Notices of the Royal Astronomical Society, vol.211, issue.1, pp.111-124, 1984.
DOI : 10.1093/mnras/211.1.111

K. Sobczyk and J. Trabicki, Maximum entropy principle and nonlinear stochastic oscillators, Physica A: Statistical Mechanics and its Applications, vol.193, issue.3-4, pp.448-468, 1993.
DOI : 10.1016/0378-4371(93)90487-O

C. Soize, The Fokker-Planck Equation for Stochastic Dynamical Systems and its Explicit Steady State Solution, 1994.
DOI : 10.1142/2347

C. Soize, Maximum entropy approach for modeling random uncertainties in transient elastodynamics, The Journal of the Acoustical Society of America, vol.109, issue.5, 1979.
DOI : 10.1121/1.1360716
URL : https://hal.archives-ouvertes.fr/hal-00686287

. Soize, Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices, International Journal for Numerical Methods in Engineering, vol.195, issue.4, pp.76-1583, 2008.
DOI : 10.1002/nme.2385
URL : https://hal.archives-ouvertes.fr/hal-00684517

C. Soize, Information theory for generation of accelerograms associated with shock response spectra, Computer-Aided Civil and Infrastructure Engineering, pp.334-347, 2010.

T. J. U-l-r-y-c-h and T. N. , B i s h o p , Maximum entropy spectral analysis and autoregressive decomposition, Review of Geophysics, vol.13, issue.1, 1975.

W. Vonderlinden, Maximum-entropy data analysis, Applied Physics A, vol.38, issue.1, pp.155-165, 1995.
DOI : 10.1007/BF01538241

X. Wu, Calculation of maximum entropy densities with application to income distribution, Journal of Econometrics, vol.115, issue.2, pp.347-354, 2003.
DOI : 10.1016/S0304-4076(03)00114-3

A. Zellner and R. A. Highfield, Calculation of maximum entropy distributions and approximation of marginalposterior distributions, Journal of Econometrics, vol.37, issue.2, pp.195-209, 1988.
DOI : 10.1016/0304-4076(88)90002-4