Explicit Formula of Koszul–Vinberg Characteristic Functions for a Wide Class of Regular Convex Cones
The Koszul–Vinberg characteristic function plays a fundamental role in the theory of convex cones. We give an explicit description of the function and related integral formulas for a new class of convex cones, including homogeneous cones and cones associated with chordal (decomposable) graphs appear...
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| Format: | Article |
| Language: | English |
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MDPI AG
2016-10-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/18/11/383 |
| Summary: | The Koszul–Vinberg characteristic function plays a fundamental role in the theory of convex cones. We give an explicit description of the function and related integral formulas for a new class of convex cones, including homogeneous cones and cones associated with chordal (decomposable) graphs appearing in statistics. Furthermore, we discuss an application to maximum likelihood estimation for a certain exponential family over a cone of this class. |
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| ISSN: | 1099-4300 |