DocumentCode
3784808
Title
Information projections revisited
Author
I. Csiszar;F. Matus
Author_Institution
Math. Inst., Hungarian Acad. of Sci., Budapest, Hungary
Volume
49
Issue
6
fYear
2003
Firstpage
1474
Lastpage
1490
Abstract
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 (ML) 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.
Keywords
"Maximum likelihood estimation","Information theory","Convergence","Entropy","Mathematics","Automation","Statistics","Error correction","Density measurement"
Journal_Title
IEEE Transactions on Information Theory
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2003.810633
Filename
1201070
Link To Document