On the probabilistic rationale of I-divergence and J-divergence minimization
Probability
2007-05-23 v1 Combinatorics
Abstract
A probabilistic rationale for I-divergence minimization (relative entropy maximization), non-parametric likelihood maximization and J-divergence minimization (Jeffres' entropy maximization) criteria is provided.
Keywords
Cite
@article{arxiv.math/0008037,
title = {On the probabilistic rationale of I-divergence and J-divergence minimization},
author = {Marian Grendar and Marian Grendar},
journal= {arXiv preprint arXiv:math/0008037},
year = {2007}
}