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A Fenchel duality aspect of iterative \(I\)-projection procedures

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Publication:1293719
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DOI10.1023/A:1003110627413zbMath0935.62010OpenAlexW2085586051MaRDI QIDQ1293719

Bhaskar Bhattacharya, Richard L. Dykstra

Publication date: 1 May 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003110627413


zbMATH Keywords

algorithmconvex setsFenchel dualityKullback-LeibleriterativeI-projections


Mathematics Subject Classification ID

Convex programming (90C25) Duality theory (optimization) (49N15) Statistical aspects of information-theoretic topics (62B10)


Related Items (3)

Unified generalized iterative scaling and its applications ⋮ An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets ⋮ Covariance selection and multivariate dependence




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