• 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