WHAT IS...an Information Projection?

DOI10.1090/NOTI1647MaRDI QIDQ4563027zbMATH OpenOpenAlexFDO

Authors Frank Nielsen

Publication date 6 June 2018

Published in Notices of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/noti1647

Mathematics Subject Classification ID

Linear and affine connections (53B05) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to information and communication theory (94-00) Information theory (general) (94A15)

Cited in

(11)

• An inverse Sanov theorem for exponential families
• Minimization with respect to divergences and applications
• Weighted approximate Bayesian computation via Sanov's theorem
• On a cornerstone of bare-simulation distance/divergence optimization
• The Bayesian central limit theorem for exponential family distributions: a geometric approach
• Curved representational Bregman divergences and their applications
• Binary option market manipulation by influencing belief dynamics
• Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities
• Multilevel Bregman proximal gradient descent
• Approximation of the measured Kullback-Leibler divergence as a generalized chi-squared random variable
• Dynamic mode decompositions and vector autoregressions

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