| bibtype |
J -
Journal Article
|
| ARLID |
0098126 |
| utime |
20240903170617.6 |
| mtime |
20080115235959.9 |
| title
(primary) (eng) |
Optimality conditions for maximizers of the information divergence from an exponential family |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
43 |
| volume |
5 (2007) |
| page_num |
731-746 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| title
(cze) |
Podmínky oprimality pro informační divergenci od exponenciální rodiny |
| keyword |
Kullback-Leibler divergence |
| keyword |
relative entropy |
| keyword |
exponential family |
| keyword |
information projection |
| keyword |
log-Laplace transform |
| keyword |
cumulant generating function |
| keyword |
directional derivatives |
| keyword |
convex functions |
| keyword |
first order optimality conditions |
| keyword |
polytopes |
| author
(primary) |
| ARLID |
cav_un_auth*0101161 |
| name1 |
Matúš |
| name2 |
František |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| cas_special |
| project |
| project_id |
IAA100750603 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0216427 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The information divergence of a probability measure P from an exponential family E over a finite set is defined as infimum of the divergences of P from Q over Q in E. All directional derivatives of the divergence from E are explicitly found. To this end, behaviour of the conjugate of a log-Laplace transform on the boundary of its domain is analysed. The first order conditions for P to be a maximizer of the divergence from E are presented, including new ones when P is not projectable to E. |
| abstract
(cze) |
Informační divergence pravděpodobnostní měry P od exponenciální rodiny E se definuje jako infimum informačních divergencí P od Q cez Q v E. Pro diskrétní E byly explicitně nalezeny všechny směrové derivace informační divergence of E. Za tím účelem bylo studováno chování konjugované funkce k log-Laplacově transformaci. Byly nalezeny všechny podmínky optimality prvního řádu. |
| reportyear |
2008 |
| RIV |
BA |
| mrcbC52 |
4 O 4o 20231122133712.1 |
| permalink |
http://hdl.handle.net/11104/0157116 |
| mrcbT16-f |
0.464 |
| mrcbT16-g |
0.044 |
| mrcbT16-h |
8.9 |
| mrcbT16-i |
0.0021 |
| mrcbT16-j |
0.359 |
| mrcbT16-k |
329 |
| mrcbT16-l |
68 |
| mrcbT16-q |
21 |
| mrcbT16-s |
1.071 |
| mrcbT16-y |
14.83 |
| mrcbT16-x |
0.67 |
| arlyear |
2007 |
| mrcbTft |
\nSoubory v repozitáři: 0098126.pdf |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 43 č. 5 2007 731 746 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|