Divergence and Sufficiency for Convex Optimization
Logarithmic score and information divergence appear in information theory, statistics, statistical mechanics, and portfolio theory. We demonstrate that all these topics involve some kind of optimization that leads directly to regret functions and such regret functions are often given by Bregman dive...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-05-01
|
Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/19/5/206 |