I-divergence geometry of probability distributions and minimization problems
DOI10.1214/AOP/1176996454zbMATH Open0318.60013OpenAlexW2160709761WikidataQ100708815 ScholiaQ100708815MaRDI QIDQ1222453FDOQ1222453
Authors: Imre Csiszár
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996454
Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10) Variational problems in a geometric measure-theoretic setting (49Q20) Positive matrices and their generalizations; cones of matrices (15B48)
Cited In (only showing first 100 items - show all)
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- An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
- Techniques for generic probabilistic inversion
- Iterative proportional scaling via decomposable submodels for contingency tables
- Unified generalized iterative scaling and its applications
- SPIRIT and Léa Sombé: A study in probabilistic reasoning
- Maximum entropy and integer partitions
- On the construction of approximate multi-factor designs from given marginals using the iterative proportional fitting procedure
- Statistical aspects of divergence measures
- Equivalence of ensembles for two-species zero-range invariant measures
- An information criterion for model selection with missing data via complete-data divergence
- Computational complexity of queries based on itemsets
- Conditional iterative proportional fitting for Gaussian distributions
- Temporal behavior of the conditional and Gibbs' entropies
- Estimation of weighted multinomial probabilities under log-convex constraints
- Information Theory, Relative Entropy and Statistics
- UNCERTAINTY AND ESTIMATION IN RECONSTRUCTABILITY ANALYSIS
- Adjustment of importance weights in multiattribute value models by minimum discrimination information
- Bayesian graphical model determination using decision theory
- Maxentropic construction of risk neutral measures: discrete market models
- Concavification of free entropy
- Asymptotic inference for semiparametric association models
- A refined Jensen's inequality in Hilbert spaces and empirical approximations
- Analysis of trophic networks: an optimisation approach
- Testing the order of a model
- A conditional-logical approach to minimum cross-entropy
- Dominating points and large deviations for random vectors
- Punktprozesse mit Wechselwirkung
- Maximum Likelihood Set for Estimating a Probability Mass Function
- Causality and maximum entropy updating
- A concept for the evolution of relational probabilistic belief states and the computation of their changes under optimum entropy semantics
- On the closure of relational models
- Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
- Informational divergence and the dissimilarity of probability distributions
- Bayesian Estimation and Comparison of Moment Condition Models
- Order conditioned independence of real random variables
- Bayesian test of homogeneity for Markov chains
- Boosting multi-features with prior knowledge for mini unmanned helicopter landmark detection
- Maximum entropy characterizations of the multivariate Liouville distributions
- Iterative scaling in curved exponential families
- Information theoretic analysis for a general queueing system at equilibrium with application to queues in tandem
- Conditional principles for random weighted measures
- A general duality approach to \(I\)-projections
- Minimization of entropy functionals
- An application of Lipschitzian global optimization to product design
- Linearly constrained estimation by mathematical programming
- Large deviations and the propagation of chaos for Schrödinger processes
- Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
- Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Probability densities from distances and discrimination
- Maxentropic analysis of linear programming problems
- An approach to hybrid probabilistic models
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
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- Distribution-Invariant Risk Measures, Entropy, and Large Deviations
- A maxentropic procedure for reconstructing a distribution from its marginals
- Discrete probability distributions in the generalized moment problem
- Pseudo-Gibbs sampler for discrete conditional distributions
- Conditional Independences among Four Random Variables II
- Information-based parameterization of the log-linear model for categorical data analysis
- Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
- On the dual of linear inverse problems
- Pseudoconvex optimization for a special problem of paint industry
- Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes
- A note on the geometric interpretation of the EM algorithm in estimating item characteristics and student abilities
- Numerical inversion of Laplace transform on the real line of probability density functions
- Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
- PAC-Bayesian high dimensional bipartite ranking
- Loglinear models and categorical data analysis with psychometric and econometric applications
- The blind men and the elephant: on meeting the problem of multiple truths in data from clustering and pattern mining perspectives
- Robust optimal risk sharing and risk premia in expanding pools
- Entropy, limit theorems, and variational principles for disordered lattice systems
- Comparing apples and oranges: measuring differences between exploratory data mining results
- Orlicz Addition for Measures and an Optimization Problem for the -divergence
- Incorporating views on marginal distributions in the calibration of risk models
- Sample dependence in the maximum entropy solution to the generalized moment problem
- Full Bayesian inference with hazard mixture models
- Large deviations for lattice systems. II: Nonstationary independent fields
- Schrödinger processes with unbounded or singular potentials, conditional Sanov property
- Convergence of estimative density: criterion for model complexity and sample size
- Sensitivity analysis with \(\chi^2\)-divergences
- On the unification of possibilistic fuzzy clustering: axiomatic development and convergence analysis
- Entropy-regularized 2-Wasserstein distance between Gaussian measures
- Kullback-Leibler approximation for probability measures on infinite dimensional spaces
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
- Axiomatic generalization of the membership degree weighting function for fuzzy \(C\) means clustering: theoretical development and convergence analysis
- AN ITERATIVE INFERENCE MECHANISM FOR THE PROBABILISTIC EXPERT SYSTEM PES
- On the duality of the mixed entropy programming
- Entropic optimal transport: convergence of potentials
- The curvature induced by covariance
- Contingency tables with prescribed marginals
- Information-Geometric Measure for Neural Spikes
- Schrödinger's time-reversal of natural laws
- A multi-objective interpretation of optimal transport
- Coordinate-free analysis of trends in British social mobility
- Deviations of convex and coherent entropic risk measures
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