Minimization of φ-divergences on sets of signed measures
2006 ◽
Vol 43
(4)
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pp. 403-442
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Keyword(s):
We consider the minimization problem of φ-divergences between a given probability measure P and subsets Ω of the vector space M F of all signed measures which integrate a given class F of bounded or unbounded measurable functions. The vector space M F is endowed with the weak topology induced by the class F ∪ B b where B b is the class of all bounded measurable functions. We treat the problems of existence and characterization of the φ-projections of P on Ω. We also consider the dual equality and the dual attainment problems when Ω is defined by linear constraints.
2004 ◽
Vol 11
(01)
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pp. 79-85
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2006 ◽
Vol 114
(3)
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pp. 235-246
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2009 ◽
Vol 125
(4)
◽
pp. 2538-2538
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2018 ◽
Vol 154
(9)
◽
pp. 2005-2019
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Keyword(s):
2005 ◽
Vol 07
(02)
◽
pp. 145-165
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Keyword(s):
2007 ◽
Vol 366
(1864)
◽
pp. 345-357
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