The Method of Maximum Entropy - Henryk Gzyl (World Scientific, 1995)

Parameter estimation in superposition of decaying exponentials. - Carolina Chang; Henryk Gzyl (Appl. Math. Comput., 1998)

Linear reconstruction problems with convex constraints: influence of the a priori data. - Henryk Gzyl; Yurayh Velásquez (Appl. Math. Comput., 2000)

Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness. - Henryk Gzyl (Appl. Math. Comput., 2001)

A generalized maxentropic inversion procedure for noisy data. - Amos Golan; Henryk Gzyl (Appl. Math. Comput., 2002)

Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions. - Henryk Gzyl (Appl. Math. Comput., 2002)

Entropic approach to interior point solution of linear programs. - Maikol Diasparra; Henryk Gzyl (Appl. Math. Comput., 2003)

A perturbative approach for reconstructing diffusion coefficients. - Henryk Gzyl; Minaya Villasana (Appl. Math. Comput., 2004)

Maxentropic solution of fractional moment problems. - Henryk Gzyl; Pierluigi Novi Inverardi; Aldo Tagliani; Minaya Villasana (Appl. Math. Comput., 2006)

Towards a Bayesian framework for option pricing - Henryk Gzyl; Enrique ter Horst; Samuel Malone (CoRR, 2006)

In search of the best approximant. - Henryk Gzyl; Pierluigi Novi Inverardi; Aldo Tagliani (Appl. Math. Comput., 2007)

Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models - Henryk Gzyl; German Molina; Enrique ter Horst (CoRR, 2007)

Filtering Additive Measurement Noise with Maximum Entropy in the Mean - Henryk Gzyl; Enrique ter Horst (CoRR, 2007)

Stochastic Volatility Models Including Open, Close, High and Low Prices - Abel Rodríguez; Henryk Gzyl; German Molina; Enrique ter Horst (CoRR, 2009)

Stieltjes moment problem and fractional moments. - Henryk Gzyl; Aldo Tagliani (Appl. Math. Comput., 2010)

Hausdorff moment problem and fractional moments. - Henryk Gzyl; Aldo Tagliani (Appl. Math. Comput., 2010)

A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model. - Amos Golan; Henryk Gzyl (Entropy, 2010)

Linear Inverse Problems - The Maximum Entropy Connection - Henryk Gzyl; Yurayh Velásquez (World Scientific, 2011)

Determination of the distribution of total loss from the fractional moments of its exponential. - Henryk Gzyl; Aldo Tagliani (Appl. Math. Comput., 2012)

An Entropic Estimator for Linear Inverse Problems. - Amos Golan; Henryk Gzyl (Entropy, 2012)

Laplace transform inversion on the real line is truly ill-conditioned. - Henryk Gzyl; Aldo Tagliani; Mariyan Milev (Appl. Math. Comput., 2013)

Density Reconstructions with Errors in the Data. - Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral (Entropy, 2014)

A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean. - Henryk Gzyl; Enrique ter Horst (Entropy, 2014)

Entropy and density approximation from Laplace transforms. - Henryk Gzyl; Pierluigi Novi Inverardi; Aldo Tagliani (Appl. Math. Comput., 2015)

Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. - Henryk Gzyl; Silvia Mayoral (Entropy, 2017)

Geometry and clustering with metrics derived from separable Bregman divergences. - Erika Gomes-Gonçalves; Henryk Gzyl; Frank Nielsen (CoRR, 2018)

Risk Neutral Measure Determination from Price Ranges: Single Period Market Models. - Henryk Gzyl; German Molina; Enrique ter Horst (Entropy, 2018)

Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced by Separable Bregman Divergences. - Erika Gomes-Gonçalves; Henryk Gzyl; Frank Nielsen (GSI, 2019)

Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. - Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral (Entropy, 2019)

Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean. - Rafael Bautista; Henryk Gzyl; Enrique ter Horst; Germán Molina (Entropy, 2021)

Extracting pricing densities for weather derivatives using the maximum entropy method. - Antonios K. Alexandridis; Henryk Gzyl; Enrique ter Horst; German Molina (J. Oper. Res. Soc., 2021)

Understanding the Feature Space and Decision Boundaries of Commercial WAFs Using Maximum Entropy in the Mean. - Henryk Gzyl; Enrique ter Horst; Nathalie García Peña; Andres Torres (Entropy, 2023)

Classification by Separating Hypersurfaces: An Entropic Approach. - Argimiro Arratia; Mahmoud El Daou; Henryk Gzyl (CoRR, 2025)