Quadratically Constrained Information Theoretic Analysis

DOI10.1137/0147058MaRDI QIDQ3774696zbMATH OpenOpenAlexFDO

Authors Jianzhong Zhang, Patrick L. Brockett

Publication date 1987

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0147058

zbMATH Keywords

MDIminimum discrimination information estimationmortality table graduationquadratic and linear inequality constrained problems

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(11)

• Quadratically constrained minimum cross-entropy analysis
• Minimum cross-entropy analysis with entropy-type constraints
• On the optimal entropy analysis
• Interior-point algorithm for quadratically constrained entropy minimization problems
• A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
• Minimum discrimination information problems via generalized geometric programming.
• A quasi-current representation for information needs inspired by two-state vector formalism
• Divergences without probability vectors and their applications
• Quadratically constrained information theoretic analysis
• Estimating complete life tables for populations with limited size: from graduation to equivalent construction
• Computing the value of information of quadratic decision problems and its non-negativity conditions

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