Minimization of φ-divergences on sets of signed measures

DOI10.1556/SScMath.43.2006.4.2zbMath1121.28004arXiv1003.5457MaRDI QIDQ3436152

Amor Keziou, Michel Broniatowski

Publication date: 8 May 2007

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5457

zbMATH Keywords

moment problem; convex programming; maximum entropy; minimum divergencies

Mathematics Subject Classification ID

62C20: Minimax procedures in statistical decision theory

28A33: Spaces of measures, convergence of measures

46A20: Duality theory for topological vector spaces

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