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| HAL : hal-00184785, version 2 |
| arXiv : 0711.0206 |
| DOI : 10.1051/ps/2009003 |
| Fiche détaillée |  Récupérer au format |
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| ESAIM P&S 14 (2010) 343-381 |
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| Versions disponibles : | v1 (01-11-2007) | v2 (07-09-2010) |
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| Entropic Projections and Dominating Points |
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| Christian Léonard 1 |
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| (12/2010) |
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| Generalized entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for their existence. Representations of the generalized entropic projections are obtained: they are the ``measure component" of some extended entropy minimization problem. |
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| 1 : | Modélisation aléatoire de Paris X (MODAL'X) |
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Université Paris X - Paris Ouest Nanterre La Défense |
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| Modal-X |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Analyse fonctionnelle |
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| Conditional laws of large numbers – random measures – large deviations – entropy – convex optimization – entropic projections – dominating points |
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| hal-00184785, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00184785 | |
| oai:hal.archives-ouvertes.fr:hal-00184785 | |
| Contributeur : Christian Léonard | |
| Soumis le : Mardi 7 Septembre 2010, 16:57:39 | |
| Dernière modification le : Vendredi 21 Janvier 2011, 09:19:13 | |
