On the probabilistic rationale of I-divergence and J-divergence minimization

arXivmath/0008037MaRDI QIDQ6470547FDOQ6470547

Authors: M. Grendár 

Publication date: 4 August 2000

Abstract: A probabilistic rationale for I-divergence minimization (relative entropy maximization), non-parametric likelihood maximization and J-divergence minimization (Jeffres' entropy maximization) criteria is provided.

Mathematics Subject Classification ID

Combinatorial probability (60C05) Limit theorems in probability theory (60F99)

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