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
Link To Document