On the probabilistic rationale of I-divergence and J-divergence minimization

Details On the probabilistic rationale of I-divergence and J-divergence minimization On the probabilistic rationale of I-divergence and J-divergence minimization

2000-08-04

arxiv.org/abs/math/0008037v1

Mathematics

Probability

Scientific paper

A probabilistic rationale for I-divergence minimization (relative entropy
maximization), non-parametric likelihood maximization and J-divergence
minimization (Jeffres' entropy maximization) criteria is provided.

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