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Bibliography

Conference Paper (international conference)

On minimization of entropy functionals under moment constraints

Csiszár I., Matúš František

: Proceedings ISIT 2008, p. 2101-2105

: IEEE International Symposium on Information Theory 2008, (Toronto, CA, 06.07.2008-11.07.2008)

: CEZ:AV0Z10750506

: IAA100750603, GA AV ČR

: moment constraints, generalized entropy, Bregman distances, information projections, exponential families, constraint qualification

(eng): 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.

(cze): K minimalizaci entropických funcionálů za momentových omezení

: BD