An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
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Publication:2497185
DOI10.1214/009053606000000056zbMath1117.62003arXivmath/0607032MaRDI QIDQ2497185
Publication date: 3 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607032
algorithm; convergence; convex sets; stochastic order; inequality constraints; functions; Fenchel duality; I-projection
62H99: Multivariate analysis
60E15: Inequalities; stochastic orderings
62A01: Foundations and philosophical topics in statistics
65K10: Numerical optimization and variational techniques
60B10: Convergence of probability measures
62B10: Statistical aspects of information-theoretic topics
62B99: Sufficiency and information
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Cites Work
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