Finding the Maximizers of the Information Divergence From an Exponential Family
Finding the Maximizers of the Information Divergence From an Exponential Family
This paper investigates maximizers of the information divergence from an exponential family <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex Notation="TeX">${\cal E}$</tex></formula> . It is shown that the <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$rI$</tex> </formula> -projection of a maximizer <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$P$</tex></formula> to <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">${\cal E}$</tex></formula> is a convex …