Divergence and Sufficiency for Convex Optimization
نویسندگان
چکیده
منابع مشابه
Divergence and Sufficiency for Convex Optimization
Logarithmic score and information divergence appear in both information theory, statistics, statistical mechanics, and portfolio theory. We demonstrate that all these topics involve some kind of optimization that leads directly to the use of Bregman divergences. If the Bregman divergence also fulfills a sufficiency condition it must be proportional to information divergence. We will demonstrate...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19050206