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Conference Paper (international conference)
On maximization of the information divergence from an exponential family
,
: Proceedings of the 6th Workshop on Uncertainty Processing, p. 199-204 , Eds: Vejnarová J.
: University of Economics, (Prague 2003)
: WUPES 2003. Workshop on Uncertainty Processing /6./, (Hejnice, CZ, 24.09.2003-27.09.2003)
: CEZ:AV0Z1075907
: IAA1075104, GA AV ČR, GA402/01/0981, GA ČR
: Kullback-Leibler divergence, information projection, exponential family
(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 subject to Q in E. For convex exponential families the local maximizers of this function of P are found. General exponential family E of dimension d is enlarged to an exponential family E* of the dimension at most 3d+2 such that the local maximizers are of zero divergence from E*.
: 120
: BA