Number of the records: 1
On limiting towards the boundaries of exponential families
- 1.0455604 - ÚTIA 2016 RIV CZ eng J - Journal Article
Matúš, František
On limiting towards the boundaries of exponential families.
Kybernetika. Roč. 51, č. 5 (2015), s. 725-738. ISSN 0023-5954
R&D Projects: GA ČR GA13-20012S
Institutional support: RVO:67985556
Keywords : exponential family * variance function * Kullback--Leibler divergence * relative entropy * information divergence * mean parametrization * convex support
Subject RIV: BD - Theory of Information
Impact factor: 0.628, year: 2015
http://library.utia.cas.cz/separaty/2016/MTR/matus-0455604.pdf
This work studies the standard exponential families of probability measures on Euclidean spaces that have finite supports. In such a family parameterized by means, the mean is supposed to move along a segment inside the convex support towards an endpoint on the boundary of the support. Limit behavior of several quantities related to the exponential family is described explicitly. In particular, the variance functions and information divergences are studied around the boundary.
Permanent Link: http://hdl.handle.net/11104/0257090
Number of the records: 1