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Workshop

On minimization of entropy functionals under moment constraints

  • Imre Csiszár (Hungarian Academy of Sciences, Budapest, Hungary)
  • František Matúš
G3 10 (Lecture hall)

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.

Antje Vandenberg

Max-Planck-Institut für Mathematik in den Naturwissenschaften Contact via Mail

Nihat Ay

Max Planck Institute for Mathematics in the Sciences, Leipzig

František Matúš

Academy of Sciences of the Czech Republic, Prague