• DocumentCode
    3628601
  • Title

    On minimization of entropy functionals under moment constraints

  • Author

    Imre Csiszar;Frantisek Matus

  • Author_Institution
    A. R?nyi Institute of Mathematics, Hungarian Academy of Sciences, H-1364 Budapest, P.O.Box 127, Hungary
  • fYear
    2008
  • fDate
    7/1/2008 12:00:00 AM
  • Firstpage
    2101
  • Lastpage
    2105
  • Abstract
    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.
  • Keywords
    "Distance measurement","Entropy","Minimization","Face","Convergence","Q measurement","Electronic mail"
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2008. ISIT 2008. IEEE International Symposium on
  • ISSN
    2157-8095
  • Print_ISBN
    978-1-4244-2256-2
  • Electronic_ISBN
    2157-8117
  • Type

    conf

  • DOI
    10.1109/ISIT.2008.4595360
  • Filename
    4595360