An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets (Q2497185)
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English | 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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