scientific article; zbMATH DE number 1513112

MaRDI QIDQ4508690zbMATH OpenFDO

Authors Erhard Cramer

Publication date 26 April 2001

zbMATH Keywords

\(I\)-projectionconditional iterative proportional fittingconditional specificationdistributions with given marginalsKullback-Leibler distance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10)

Recommendations

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Cited in

(9)

• Conditional iterative proportional fitting for Gaussian distributions
• Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
• Soft evidential update for probabilistic multiagent systems
• Accumulation points of the iterative proportional fitting procedure
• An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
• Factor analysis models via I-divergence optimization
• Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm
• On the contraction properties of Sinkhorn semigroups
• New trends in the stability of Sinkhorn semigroups

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