• DocumentCode
    3648227
  • Title

    Minimization of entropy functionals revisited

  • Author

    Imre Csiszár;František Matúš

  • Author_Institution
    A. Ré
  • fYear
    2012
  • fDate
    7/1/2012 12:00:00 AM
  • Firstpage
    150
  • Lastpage
    154
  • Abstract
    Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are assumed to be strictly convex but not autonomous or differentiable. The effective domain of the value function is described by a modification of the concept of convex core. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. Main results assume a dual constraint qualification but dispense with the primal constraint qualification. Minimizers and generalized minimizers are explicitly described whenever the primal value is finite. Existence of a generalized dual solution is established whenever the dual value is finite. A generalized Pythagorean identity is presented using Bregman distance and a correction term. Results are applied to minimization of Bregman distances.
  • Keywords
    "Minimization","Vectors","Entropy","Standards","Maximum likelihood estimation","Q measurement","Atmospheric measurements"
  • Publisher
    ieee
  • Conference_Titel
    Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
  • ISSN
    2157-8095
  • Print_ISBN
    978-1-4673-2580-6
  • Electronic_ISBN
    2157-8117
  • Type

    conf

  • DOI
    10.1109/ISIT.2012.6283516
  • Filename
    6283516