Computational aspects ofl-projections

DOI10.1080/00949658508810819zbMath0566.62006OpenAlexW1979888068MaRDI QIDQ3681710

Richard L. Dykstra

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810819

zbMATH Keywords

I-divergencecross entropyFenchel duality theoremI-projectionKullback-Leibler information numberduality relationshipisotonic conesleast squares equal weights projectionsminimizing a linear combination of exponential functions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Mathematical programming (90C99) Probabilistic methods, stochastic differential equations (65C99) Numerical methods in optimal control (49M99)

Related Items

Multinomial estimation procedures for two stochastically ordered distributions, Multinomial estimation procedures for isotonic cones, Bounds for stop-loss premium under restrictions on \(I\)-divergence

Cites Work

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• I-divergence geometry of probability distributions and minimization problems
• Likelihood ratio tests for order restrictions in exponential families
• Information Theory and Statistical Mechanics
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• Convex Analysis