• DocumentCode
    1204732
  • Title

    On minimum divergence adaptation of discrete bivariate distributions to given marginals

  • Author

    Vajda, Igor ; Van der Meulen, Edward C.

  • Author_Institution
    Inst. of Inf. Theor. & Autom., Acad. of Sci. of the Czech Republic, Prague, Czech Republic
  • Volume
    51
  • Issue
    1
  • fYear
    2005
  • Firstpage
    313
  • Lastpage
    320
  • Abstract
    This correspondence considers the class P of discrete bivariate distributions p with marginals a(p), b(p) and the subclass Pa,b ⊂ P of distributions with given marginals a and b. For an arbitrary q ∈ P we study the distributions p˜ ∈ Pa,b minimizing on Pa,b various φ-divergences Dφ(p, q) for convex φ with finite φ(0).
  • Keywords
    information theory; maximum likelihood estimation; probability; ψ-divergence; Hellinger-Pearson divergence; contingency table approximation; discrete bivariate distribution; information divergence; minimum divergence adaptation; Automation; Communication networks; Frequency estimation; Information theory; Mathematics; Maximum likelihood estimation; Stochastic processes; Voting;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2004.839523
  • Filename
    1377509