Continuity of f-projections and applications to the iterative proportional fitting procedure

DOI10.1080/02331888.2017.1289531MaRDI QIDQ5283167zbMATH OpenOpenAlexFDO

Authors Christoph Gietl, Fabian P. Reffel

Publication date 20 July 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1289531

zbMATH Keywords

\(f\)-divergence\(f\)-projectioncontinuity of \(f\)-projectionsdependence on input matrix and marginalsiterative proportional fitting

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Contingency tables (62H17) Convex programming (90C25)

Recommendations

• Convergence of the iterative proportional fitting procedure
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
• Continuity of f-projections on Discrete Spaces
• An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
• Accumulation points of the iterative proportional fitting procedure

Cites work

• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• Accumulation points of the iterative proportional fitting procedure
• An Axiomatic Approach to Proportionality Between Matrices
• Biproportional scaling of matrices and the iterative proportional fitting procedure
• Convergence behavior of the iterative proportional adaption method in the case of continuous measures and in the case of discrete measures
• Convergence of the iterative proportional fitting procedure
• Convex analysis and monotone operator theory in Hilbert spaces
• I-divergence geometry of probability distributions and minimization problems
• Note on the Schrödinger equation and \(I\)-projections
• On divergences of finite measures and their applicability in statistics and information theory
• On Minimum Divergence Adaptation of Discrete Bivariate Distributions to Given Marginals
• On the existence of sequences and matrices with prescribed partial sums of elements
• Order independence and factor convergence in iterative scaling
• Scalings of matrices which have prespecified row sums and column sums via optimization
• The Sinkhorn–Knopp Algorithm: Convergence and Applications

Cited in

(4)

• A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms
• Copula-like inference for discrete bivariate distributions with rectangular supports
• Foundations of bare-simulation optimization of distances
• On the differentiability of _-projections in the discrete finite case

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