An Iterative Procedure for Obtaining I-Projections onto the Intersection of Convex Sets.

Abstract

A frequently occuring problem is to find that probability distribution (PD) lying within a convex set which minimizes the I-divergence between it and given PD R. This document proposes an iterative procedure which requires only that the set be convex (and not necessarily linear) which under general conditions will converge to the desired I-projection.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1984
Accession Number
ADA145402

Entities

People

  • R. L. Dykstra

Organizations

  • University of Iowa

Tags

DTIC Thesaurus Topics

  • Algebra
  • Algorithms
  • Convergence
  • Convex Sets
  • Homogeneity
  • Mathematics
  • Military Research
  • Probability
  • Probability Distributions
  • Set Theory
  • Statistics
  • Theorems
  • Universities

Readers

  • Graph Algorithms and Convex Optimization.
  • Statistical inference.