Darroch and Ratcliff's iterative algorithm for minimizing $I$-divergence subject to linear constraints is equivalent to a cyclic iteration of explicitly performable $I$-projection operations.
Publié le : 1989-09-14
Classification:
Generalized iterative scaling,
$I$-divergence geometry,
minimum discrimination information,
maximum entropy,
maximum likelihood,
62B10,
65K10
@article{1176347279,
author = {Csiszar, Imre},
title = {A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 1409-1413},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347279}
}
Csiszar, Imre. A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling. Ann. Statist., Tome 17 (1989) no. 1, pp. 1409-1413. http://gdmltest.u-ga.fr/item/1176347279/