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
fDate :
7/1/2008 12:00:00 AM
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"
Conference_Titel :
Information Theory, 2008. ISIT 2008. IEEE International Symposium on
Print_ISBN :
978-1-4244-2256-2
Electronic_ISBN :
2157-8117
DOI :
10.1109/ISIT.2008.4595360