On the Computability of Continuous Maximum Entropy Distributions with Applications
On the Computability of Continuous Maximum Entropy Distributions with Applications
.We study the following problem: Given a continuous domain \(\Omega\) along with its convex hull \(\mathcal{K}\) , a point \(A \in \mathcal{K}\) , and a measure \(\mu\) on \(\Omega\) , find the probability density over \(\Omega\) whose marginal is \(A\) and that minimizes the KL divergence to the uniform density …