Počet záznamů: 1
Information Projections Revisited
- 1.0411094 - UTIA-B 20030081 RIV US eng J - Článek v odborném periodiku
Csiszár, I. - Matúš, František
Information Projections Revisited.
IEEE Transactions on Information Theory. Roč. 49, č. 6 (2003), s. 1474-1490. ISSN 0018-9448. E-ISSN 1557-9654
Grant CEP: GA AV ČR IAA1075104
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: Kullback-Leibler divergence * exponential family * I-projection
Kód oboru RIV: BD - Teorie informace
Impakt faktor: 2.245, rok: 2003
The goal of this paper is to complete results available about I-projections, reverse I-projections, and their generalized versions, with focus on linear and exponential families. Pythagorean-like identities and inequalities are revisited and generalized, and generalized maximum-likelihood estimates for exponential families are introduced. The main tool is a new concept of extension of exponential families, based on our earlier results on convex cores of measures.
Trvalý link: http://hdl.handle.net/11104/0131181
Počet záznamů: 1