An Iterative Procedure for Obtaining $I$-Projections onto the Intersection of Convex Sets
نویسندگان
چکیده
منابع مشابه
An Iterative Procedure for General Probability Measures to Obtain I-projections onto Intersections of Convex Sets
The iterative proportional fitting procedure (IPFP) was introduced formally by Deming and Stephan in 1940. For bivariate densities, this procedure has been investigated by Kullback and Rüschendorf. It is well known that the IPFP is a sequence of successive I-projections onto sets of probability measures with fixed marginals. However, when finding the I-projection onto the intersection of arbitr...
متن کاملAn Iterative Procedure for General Probability Measures to Obtain I-projections onto Intersections of Convex Sets by Bhaskar Bhattacharya
The iterative proportional fitting procedure (IPFP) was introduced formally by Deming and Stephan in 1940. For bivariate densities, this procedure has been investigated by Kullback and Rüschendorf. It is well known that the IPFP is a sequence of successive I-projections onto sets of probability measures with fixed marginals. However, when finding the I-projection onto the intersection of arbitr...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1985
ISSN: 0091-1798
DOI: 10.1214/aop/1176992918