Workshop
On minimization of entropy functionals under moment constraints
- Imre Csiszár (Hungarian Academy of Sciences, Hungary)
- František Matúš
Abstract
Minimization problems for entropy-like integrals and Bregman distances subject to a finite number of moment constraints are addressed in a general setting. Analogues of the authors' previous results on information projections to families determined by linear constraints, and reverse information projections to exponential families, are established. No constraint qualification is assumed.