An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets (Q2497185): Difference between revisions

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An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
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    An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets (English)
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    3 August 2006
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    algorithm
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    convergence
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    convex sets
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    Fenchel duality
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    functions
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    I-projection
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    inequality constraints
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    stochastic order
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