DocumentCode
37541
Title
Invexity of the Minimum Error Entropy Criterion
Author
Syed, M. ; Pardalos, Panos ; Principe, Jose
Author_Institution
Dept. of Ind. & Syst. Eng., Univ. of Florida, Gainesville, FL, USA
Volume
20
Issue
12
fYear
2013
fDate
Dec. 2013
Firstpage
1159
Lastpage
1162
Abstract
In this letter, optimization properties of Minimization of Error Entropy (MEE) and Minimization of Error Entropy with Fiducial points (MEEF) are presented. It is proved that by varying the kernel parameter of the MEE and/or MEEF objective function, the resulting problem, in general leads to an invex problem. Furthermore, for certain values of the kernel parameter it is shown that the problems may transform to convex or pseudo-convex problems.
Keywords
convex programming; entropy; minimisation; MEEF; invex problem; kernel parameter; minimization of error entropy with fiducial points; minimum error entropy criterion invexity; optimization properties; pseudo convex problems; Entropy; Kernel; Measurement uncertainty; Minimization; Optimization; Robustness; Signal processing algorithms; Entropic learning; error entropy; information potential; information theoretic learning;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2013.2283425
Filename
6619422
Link To Document