Computational aspects ofl-projections

DOI10.1080/00949658508810819zbMath0566.62006OpenAlexW1979888068MaRDI QIDQ3681710

Richard L. Dykstra

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810819

zbMATH Keywords

I-divergencecross entropyFenchel duality theoremI-projectionKullback-Leibler information numberduality relationshipisotonic conesleast squares equal weights projectionsminimizing a linear combination of exponential functions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Mathematical programming (90C99) Probabilistic methods, stochastic differential equations (65C99) Numerical methods in optimal control (49M99)

Related Items (3)

Multinomial estimation procedures for two stochastically ordered distributions ⋮ Multinomial estimation procedures for isotonic cones ⋮ Bounds for stop-loss premium under restrictions on \(I\)-divergence

Cites Work

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• I-divergence geometry of probability distributions and minimization problems
• Likelihood ratio tests for order restrictions in exponential families
• Information Theory and Statistical Mechanics
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• Convex Analysis

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