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Minimization Problems Based on Relative α -Entropy II: Reverse Projection

, Rajesh Sundaresan
Published in IEEE
2015
Volume: 61
   
Issue: 9
Pages: 5081 - 5095
Abstract

In part I of this two-part work, certain minimization problems based on a parametric family of relative entropies (denoted ℐ α ) were studied. Such minimizers were called forward ℐ α -projections. Here, a complementary class of minimization problems leading to the so-called reverse ℐ α -projections are studied. Reverse ℐ α -projections, particularly on log-convex or power-law families, are of interest in robust estimation problems (α > 1) and in constrained compression settings (α <; 1). Orthogonality of the power-law family with an associated linear family is first established and is then exploited to turn a reverse ℐ α -projection into a forward ℐ α -projection. The transformed problem is a simpler quasi-convex minimization subject to linear constraints.

About the journal
JournalData powered by TypesetIEEE Transactions on Information Theory
PublisherData powered by TypesetIEEE
Open AccessNo