Minimization Problems on Strictly Convex Divergences
Tomohiro Nishiyama
No wzayx, OSF Preprints from Center for Open Science
Abstract:
The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of the minimizer without assuming a specific form of divergences. Furthermore, we show geometric properties related to the minimization problems.
Date: 2020-01-03
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Citations: View citations in EconPapers (2)
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:wzayx
DOI: 10.31219/osf.io/wzayx
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