On maximum entropy and minimum KL-divergence optimization by Gröbner basis methods
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Publication:387708
DOI10.1016/J.AMC.2012.05.052zbMATH Open1278.94033arXiv0804.1083OpenAlexW2057387596MaRDI QIDQ387708FDOQ387708
Authors: Ambedkar Dukkipati
Publication date: 23 December 2013
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Abstract: We show that various formulations (e.g., dual and Kullback-Csiszar iterations) of estimation of maximum entropy (ME) models can be transformed to solving systems of polynomial equations in several variables for which one can use celebrated Grobner bases methods. Posing of ME estimation as solving polynomial equations is possible, in the cases where feature functions (sufficient statistic) that provides the information about the underlying random variable in the form of expectations are integer valued.
Full work available at URL: https://arxiv.org/abs/0804.1083
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Measures of information, entropy (94A17) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10)
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Cited In (4)
- Probabilistic knowledge representation using the principle of maximum entropy and Gröbner basis theory
- An algebraic implicitization and specialization of minimum KL-divergence models
- On the computability of continuous maximum entropy distributions with applications
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