An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
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Publication:2497185
DOI10.1214/009053606000000056zbMath1117.62003arXivmath/0607032OpenAlexW2039707678MaRDI QIDQ2497185
Publication date: 3 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607032
algorithmconvergenceconvex setsstochastic orderinequality constraintsfunctionsFenchel dualityI-projection
Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Foundations and philosophical topics in statistics (62A01) Numerical optimization and variational techniques (65K10) Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10) Sufficiency and information (62B99)
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