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- 1.0041122 - ÚTIA 2007 RIV CZ eng K - Conference Paper (Czech conference)
Matúš, František
Optimality conditions for maximizers of the information divergence from an exponential family.
[Optimální podmínky pro maximalizaci informační divergence exponenciální rodiny.]
WUPES '06 Proceedings of 7th Workshop on Uncertainty Processing. Prague: University of Economics, 2006 - (Vejnarová, J.; Kroupa, T.), s. 96-110. ISBN 80-245-1079-0.
[WUPES 2006. Mikulov (CZ), 16.09.2006-20.09.2006]
R&D Projects: GA AV ČR IAA100750603
Institutional research plan: CEZ:AV0Z10750506
Keywords : Kullback-Leibler divergence * relative entropy * exponential family * information projection * cumulant generating function * log-Laplace transform
Subject RIV: BD - Theory of Information
Permanent Link: http://hdl.handle.net/11104/0134694 - 2.0040859 - ÚTIA 2007 RIV CZ eng K - Conference Paper (Czech conference)
Csiszár, I. - Matúš, František
Generalized maximum likelihood estimates for infinite dimensional exponential families.
[Zobecněné maximálně věrohodné odhady pro nekonečně rozměrné exponenciální rodiny.]
Prague Stochastics 2006. Praha: MATFYZPRESS, 2006 - (Hušková, M.; Janžura, M.), s. 288-297. ISBN 80-86732-75-4.
[Prague Stochastics 2006. Prague (CZ), 21.08.2006-25.08.2006]
R&D Projects: GA AV ČR IAA100750603
Institutional research plan: CEZ:AV0Z10750506
Keywords : exponential family * likelihood function * maximum likelihood estimate * Kullback-Leibler divergence minimization * generalized information projection * moment and marginal constraints
Subject RIV: BD - Theory of Information
Permanent Link: http://hdl.handle.net/11104/0134488