Information projections revisited

  • Authors:
  • I. Csiszar;F. Matus

  • Affiliations:
  • Math. Inst., Hungarian Acad. of Sci., Budapest, Hungary;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

Quantified Score

Hi-index 755.08

Visualization

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.