On minimization of entropy functionals under moment constraints

0311336 - ÚTIA 2009 RIV CA eng C - Conference Paper (international conference)
Csiszár, I. - Matúš, František
On minimization of entropy functionals under moment constraints.
[K minimalizaci entropických funcionálů za momentových omezení.]
Proceedings ISIT 2008. Toronto: IEEE, 2008, s. 2101-2105. ISBN 978-1-4244-2256-2.
[IEEE International Symposium on Information Theory 2008. Toronto (CA), 06.07.2008-11.07.2008]
R&D Projects: GA AV ČR IAA100750603
Institutional research plan: CEZ:AV0Z10750506
Keywords : moment constraints * generalized entropy * Bregman distances * information projections * exponential families * constraint qualification
Subject RIV: BD - Theory of Information

Minimization problems for entropy-like integrals and Bregman distances subject to a finite number of moment constraints are addressed in a general setting. Analogues of the authors' previous results on information projections to families determined by linear constraints, and reverse information projections to exponential families, are established. No constraint qualification is assumed.

K minimalizaci entropických funcionálů za momentových omezení
Permanent Link: http://hdl.handle.net/11104/0162972