Information Projections Revisited

0411094 - UTIA-B 20030081 RIV US eng J - Journal Article
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
R&D Projects: GA AV ČR IAA1075104
Institutional research plan: CEZ:AV0Z1075907
Keywords : Kullback-Leibler divergence * exponential family * I-projection
Subject RIV: BD - Theory of Information
Impact factor: 2.245, year: 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.
Permanent Link: http://hdl.handle.net/11104/0131181