Title :
Minimization of entropy functionals revisited
Author :
Imre Csiszár;František Matúš
Author_Institution :
A. Ré
fDate :
7/1/2012 12:00:00 AM
Abstract :
Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are assumed to be strictly convex but not autonomous or differentiable. The effective domain of the value function is described by a modification of the concept of convex core. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. Main results assume a dual constraint qualification but dispense with the primal constraint qualification. Minimizers and generalized minimizers are explicitly described whenever the primal value is finite. Existence of a generalized dual solution is established whenever the dual value is finite. A generalized Pythagorean identity is presented using Bregman distance and a correction term. Results are applied to minimization of Bregman distances.
Keywords :
"Minimization","Vectors","Entropy","Standards","Maximum likelihood estimation","Q measurement","Atmospheric measurements"
Conference_Titel :
Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
Print_ISBN :
978-1-4673-2580-6
Electronic_ISBN :
2157-8117
DOI :
10.1109/ISIT.2012.6283516