Title :
On minimization of multivariate entropy functionals
Author :
Imre Csiszar;Frantisek Matus
Author_Institution :
A. R?nyi Institute of Mathematics, Hungarian Academy of Sciences, H-1364 Budapest, P.O.Box 127, Hungary
fDate :
6/1/2009 12:00:00 AM
Abstract :
The problem of minimizing convex integral functionals subject to moment-like constraints is treated in a general setting when the underlying convex function may be multivariate, perhaps not strictly convex or differentiable. The results are applied to the minimization of f-divergences simultaneously in both variables.
Keywords :
"Entropy","Information theory","Mathematics","Automation","Constraint theory","Extraterrestrial measurements","Error correction","Vectors","Statistics"
Conference_Titel :
Networking and Information Theory, 2009. ITW 2009. IEEE Information Theory Workshop on
Print_ISBN :
978-1-4244-4535-6
DOI :
10.1109/ITWNIT.2009.5158549
