Accession Number : ADA145402
Title : An Iterative Procedure for Obtaining I-Projections onto the Intersection of Convex Sets.
Descriptive Note : Technical rept.,
Corporate Author : IOWA UNIV IOWA CITY DEPT OF STATISTICS AND ACTURIAL SCIENCE
Personal Author(s) : Dykstra,R L
Report Date : Jun 1984
Pagination or Media Count : 23
Abstract : A frequently occuring problem is to find that probability distribution (PD) lying within a convex set which minimizes the I-divergence between it and given PD R. This document proposes an iterative procedure which requires only that the set be convex (and not necessarily linear) which under general conditions will converge to the desired I-projection.
Descriptors : *PROBABILITY DISTRIBUTION FUNCTIONS , *ITERATIONS , *CONVEX SETS , ALGORITHMS , LINEARITY , CONVERGENCE , NUMERICAL METHODS AND PROCEDURES , ENTROPY , FITTING FUNCTIONS(MATHEMATICS)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE