Convergence of generalized entropy minimizers in sequences of convex problems

0461674 - ÚTIA 2017 RIV ES eng C - Conference Paper (international conference)
Matúš, František - Csiszár, I.
Convergence of generalized entropy minimizers in sequences of convex problems.
Proceedings of the 2016 IEEE International Symposium on Information Theory (ISIT 2016). Piscataway: IEEE, 2016, s. 2609-2613. ISBN 978-1-5090-1806-2. ISSN 2157-8117.
[IEEE International Symposium on Information Theory 2016. Barcelona (ES), 10.07.2016-15.07.2016]
R&D Projects: GA ČR(CZ) GA16-12010S
Institutional support: RVO:67985556
Keywords : entropy functional * convex constraints * Bregman divergence * f-divergence * Pyhtagorean theorem
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2016/MTR/matus-0461674.pdf

Integral functionals based on convex normal integrands are minimized over convex constraint sets. Generalized minimizers exist under a boundedness condition. Sequences of the minimization problems are studied when the constraint sets are nested. The corresponding sequences of generalized minimizers are related to the minimization over limit convex sets. Martingale theorems and moment problems are discussed.
Permanent Link: http://hdl.handle.net/11104/0261349