A Fenchel duality aspect of iterative I-projection procedures

DOI10.1023/A:1003110627413MaRDI QIDQ1293719zbMATH OpenOpenAlexFDO

Authors Bhaskar Bhattacharya, Richard Dykstra

Publication date 1 May 2000

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003110627413

zbMATH Keywords

iterativealgorithmKullback-Leiblerconvex setsFenchel dualityI-projections

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Convex programming (90C25) Duality theory (optimization) (49N15)

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(7)

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• On Dykstra's iterative fitting procedure
• scientific article; zbMATH DE number 1916748 (Why is no real title available?)
• Covariance selection and multivariate dependence
• Computational aspects ofl-projections
• An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
• Unified generalized iterative scaling and its applications

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