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On minimization of entropy functionals under moment constraints

Result description

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

moment constraintsgeneralized entropyBregman distancesinformation projectionsexponential familiesconstraint qualification

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    On minimization of entropy functionals under moment constraints

  • Original language description

    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.

  • Czech name

    K minimalizaci entropických funcionálů za momentových omezení

  • Czech description

    K minimalizaci entropických funcionálů za momentových omezení

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BD - Information theory

  • OECD FORD branch

Result continuities

Others

  • Publication year

    2008

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings ISIT 2008

  • ISBN

    978-1-4244-2256-2

  • ISSN

  • e-ISSN

  • Number of pages

    5

  • Pages from-to

  • Publisher name

    IEEE

  • Place of publication

    Toronto

  • Event location

    Toronto

  • Event date

    Jul 6, 2008

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

Result type

D - Article in proceedings

D

CEP

BD - Information theory

Year of implementation

2008