Computational aspects ofl-projections

DOI10.1080/00949658508810819MaRDI QIDQ3681710zbMATH OpenOpenAlexFDO

Authors Richard 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

cross entropyduality relationshipFenchel duality theoremI-divergenceI-projectionisotonic conesKullback-Leibler information numberleast squares equal weights projectionsminimizing a linear combination of exponential functions

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Convex Analysis
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 3509596 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• I-divergence geometry of probability distributions and minimization problems
• Information Theory and Statistical Mechanics
• Likelihood ratio tests for order restrictions in exponential families
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables

Cited in

(9)

• An iterative procedure for obtaining I-projections onto the intersection of convex sets
• Bounds for stop-loss premium under restrictions on \(I\)-divergence
• Multinomial estimation procedures for two stochastically ordered distributions
• I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models
• A general duality approach to I-projections
• scientific article; zbMATH DE number 1354918 (Why is no real title available?)
• Information projections revisited
• scientific article; zbMATH DE number 4113731 (Why is no real title available?)
• Multinomial estimation procedures for isotonic cones

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