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arXiv · 2001.08813

Maximizing the Bregman divergence from a Bregman family

Johannes Rauh·František Matúš
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Abstract

The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.

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Johannes Rauh, František Matúš. 2020-01-23. Maximizing the Bregman divergence from a Bregman family. https://doi.org/10.14736/kyb-2020-5-0875

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