Convex Optimization on Functionals of Probability Densities

Tomohiro Nishiyama

Convex Optimization on Functionals of Probability Densities

Information Theory 2020-03-17 v2 Machine Learning math.IT

Authors: Tomohiro Nishiyama

Abstract

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of the minimizer if there exist a minimizer.

Keywords

convex optimization optimization algorithm information theory

Cite

@article{arxiv.2002.06488,
  title  = {Convex Optimization on Functionals of Probability Densities},
  author = {Tomohiro Nishiyama},
  journal= {arXiv preprint arXiv:2002.06488},
  year   = {2020}
}