Institute of Information Theory and Automation

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Bibliography

Journal Article

Information Projections Revisited

Csiszár I., Matúš František

: IEEE Transactions on Information Theory vol.49, 6 (2003), p. 1474-1490

: CEZ:AV0Z1075907

: IAA1075104, GA AV ČR

: Kullback-Leibler divergence, exponential family, I-projection

(eng): The goal of this paper is to complete results available about I-projections, reverse I-projections, and their generalized versions, with focus on linear and exponential families. Pythagorean-like identities and inequalities are revisited and generalized, and generalized maximum-likelihood estimates for exponential families are introduced. The main tool is a new concept of extension of exponential families, based on our earlier results on convex cores of measures.

: 12A, 120

: BD

2019-01-07 08:39