Computational aspects ofl-projections

DOI10.1080/00949658508810819zbMath0566.62006MaRDI 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-divergence; cross entropy; Fenchel duality theorem; I-projection; Kullback-Leibler information number; duality relationship; isotonic cones; least squares equal weights projections; minimizing a linear combination of exponential functions

Mathematics Subject Classification ID

62B10: Statistical aspects of information-theoretic topics

90C99: Mathematical programming

65C99: Probabilistic methods, stochastic differential equations

49M99: Numerical methods in optimal control

Related Items

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

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