I-divergence geometry of probability distributions and minimization problems
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(only showing first 100 items - show all)- Asymptotic inference for semiparametric association models
- Symmetric measures via moments
- A refined Jensen's inequality in Hilbert spaces and empirical approximations
- Bregman divergences in the (m k)-partitioning problem
- Convergence of Markov chains in information divergence
- The formal definition of reference priors
- High resolution quantization and entropy coding of jump processes
- Order conditioned independence of real random variables
- Information theoretic analysis for a general queueing system at equilibrium with application to queues in tandem
- On convergence of conditional probability measures
- Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
- On the construction of approximate multi-factor designs from given marginals using the iterative proportional fitting procedure
- Statistical aspects of divergence measures
- Large deviation estimates for a conditional probability distribution. Applications to random interaction Gibbs measures
- Estimation of weighted multinomial probabilities under log-convex constraints
- Entropy-convergence in Stieltjes and Hamburger moment problem
- Characterizing the principle of minimum cross-entropy within a conditional-logical framework
- An informational divergence geometry for stochastic matrices
- Information geometry in functional spaces of classical and quantum finite statistical systems
- Informational divergence and the dissimilarity of probability distributions
- Cross entropy minimization in uninvadable states of complex populations
- Adjustment of importance weights in multiattribute value models by minimum discrimination information
- An application of Lipschitzian global optimization to product design
- Large deviations and the propagation of chaos for Schrödinger processes
- Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals
- Linearly constrained estimation by mathematical programming
- Conditional iterative proportional fitting for Gaussian distributions
- Bounds for stop-loss premium under restrictions on \(I\)-divergence
- On the dual of linear inverse problems
- Large deviations for lattice systems. II: Nonstationary independent fields
- Schrödinger processes with unbounded or singular potentials, conditional Sanov property
- Information theoretic approximations for the \(M/G/1\) retrial queue
- Pseudoconvex optimization for a special problem of paint industry
- Conditional independence and natural conditional functions
- On large deviations for particle systems associated with spatially homogeneous Boltzmann type equations
- Soft evidential update for probabilistic multiagent systems
- Entropy minimization and Schrödinger processes in infinite dimensions
- Bayesian test of homogeneity for Markov chains
- Contingency tables with prescribed marginals
- Schrödinger's time-reversal of natural laws
- Solving Fredholm equations by maximum entropy on the mean. Application to superresolution
- Exponential and mixture families in quantum statistics: Dual structure and unbiased parameter estimation
- SPIRIT and Léa Sombé: A study in probabilistic reasoning
- The Gibbs principle for Markov jump processes
- Probability densities from distances and discrimination
- Maxentropic analysis of linear programming problems
- Constant local dependence
- Discrete probability distributions in the generalized moment problem
- Bayesian graphical model determination using decision theory
- On the measurability of knowledge acquisition and query processing.
- Rational hedging and valuation of integrated risks under constant absolute risk aversion.
- Hausdorff moment problem and maximum entropy: A unified approach
- Approximation of linear programs by Bregman's \(D_F\) projections
- An entropy characterization of the inverse Gaussian distribution and related goodness-of-fit test
- An implementation of the iterative proportional fitting procedure by propagation trees.
- Silver jubilee issue
- Reverse sensitivity testing: what does it take to break the model?
- \(A\)-hypergeometric distributions and Newton polytopes
- PAC-Bayesian high dimensional bipartite ranking
- Sample dependence in the maximum entropy solution to the generalized moment problem
- Full Bayesian inference with hazard mixture models
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
- A multi-objective interpretation of optimal transport
- Pseudo-Gibbs sampler for discrete conditional distributions
- Information-based parameterization of the log-linear model for categorical data analysis
- Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
- An information criterion for model selection with missing data via complete-data divergence
- Maximum entropy distributions inferred from option portfolios on an asset
- Incorporating views on marginal distributions in the calibration of risk models
- A quasi-Bayesian perspective to online clustering
- On the unification of possibilistic fuzzy clustering: axiomatic development and convergence analysis
- Maximum entropy principles for disordered spins
- Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints
- A maxentropic procedure for reconstructing a distribution from its marginals
- The curvature induced by covariance
- Loglinear models and categorical data analysis with psychometric and econometric applications
- Numerical inversion of Laplace transform on the real line of probability density functions
- Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions
- Information indices: Unification and applications.
- Connections between entropic and linear projections in asset pricing estimation
- Limited information likelihood and Bayesian analysis
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
- On the recovery of joint distributions from limited information
- Entropy estimate of probability densities having assigned moments: Hausdorff case
- An information-geometric approach to a theory of pragmatic structuring
- Optimal investment in incomplete markets when wealth may become negative.
- Fourier-Legendre approximation of a probability density from discrete data
- Optimal scaling of MaLa for nonlinear regression.
- Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
- A new class of metric divergences on probability spaces and its applicability in statistics
- Detecting higher-order interactions among the spiking events in a group of neurons
- Generalized projections for non-negative functions
- A Bayesian approach to diagnosis of asset pricing models
- Many multivariate records
- A solution to Schrödinger's problem of nonlinear integral equations
- A general duality approach to I-projections
- Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
- Entropy, limit theorems, and variational principles for disordered lattice systems
- Refinements of the Gibbs conditioning principle
- Some problems associated with Donsker-Varadhan processes
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