矩约束下熵函数的最小化

2008 IEEE International Symposium on Information Theory Pub Date : 2008-07-06 DOI:10.1109/ISIT.2008.4595360

I. Csiszár, F. Matús

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引用次数: 15

摘要

类熵积分和布雷格曼距离在有限矩约束下的最小化问题在一般情况下得到了解决。建立了类似于作者先前关于由线性约束决定的族的信息投影和逆信息投影到指数族的结果。不假设约束条件。

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On minimization of entropy functionals under moment constraints

Minimization problems for entropy-like integrals and Bregman distances subject to a finite number of moment constraints are addressed in a general setting. Analogues of the authors' previous results on information projections to families determined by linear constraints, and reverse information projections to exponential families, are established. No constraint qualification is assumed.

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2008 IEEE International Symposium on Information Theory

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