Institute of Information Theory and Automation

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Bibliography

Conference Paper (international conference)

Convergence of generalized entropy minimizers in sequences of convex problems

Matúš František, Csiszár I.

: Proceedings of the 2016 IEEE International Symposium on Information Theory (ISIT 2016), p. 2609-2613

: IEEE International Symposium on Information Theory 2016, (Barcelona, ES, 20160710)

: GA16-12010S, GA ČR

: entropy functional, convex constraints, Bregman divergence, f-divergence, Pyhtagorean theorem

: 10.1109/ISIT.2016.7541771

: http://library.utia.cas.cz/separaty/2016/MTR/matus-0461674.pdf

(eng): Integral functionals based on convex normal integrands are minimized over convex constraint sets. Generalized minimizers exist under a boundedness condition. Sequences of the minimization problems are studied when the constraint sets are nested. The corresponding sequences of generalized minimizers are related to the minimization over limit convex sets. Martingale theorems and moment problems are discussed.

: BA

2019-01-07 08:39