An iterative procedure for obtaining I-projections onto the intersection of convex sets

DOI10.1214/AOP/1176992918zbMath0571.60006OpenAlexW2010495720MaRDI QIDQ1061404

Richard L. Dykstra

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992918

zbMATH Keywords

iterative procedureI-divergenceKullback-Leibler informationI- projection

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Measures of information, entropy (94A17) Mathematical programming (90C99) Numerical methods in optimal control (49M99)

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Information theoretic approximations for the \(M/G/1\) retrial queue ⋮ Entropic Approximation of Wasserstein Gradient Flows ⋮ Graphical Models and Message-Passing Algorithms: Some Introductory Lectures ⋮ Finding the projection of a point onto the intersection of convex sets via projections onto half-spaces. ⋮ Order independence and factor convergence in iterative scaling ⋮ Unified generalized iterative scaling and its applications ⋮ Unnamed Item ⋮ An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets ⋮ Computational acceleration of projection algorithms for the linear best approximation problem ⋮ Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints ⋮ Bounds for stop-loss premium under restrictions on \(I\)-divergence ⋮ Covariance selection and multivariate dependence ⋮ On an algorithm for solving Fredholm integrals of the first kind ⋮ Iterative Bregman Projections for Regularized Transportation Problems ⋮ Inadmissibility results of the mle for the multinomial problem when the parameter space is restricted or truncated

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