Closures of exponential families
成果类型:
Article
署名作者:
Csiszár, I; Matús, F
署名单位:
Hungarian Academy of Sciences; Czech Academy of Sciences; Institute of Information Theory & Automation of the Czech Academy of Sciences
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/009117904000000766
发表日期:
2005
页码:
582-600
关键词:
摘要:
The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of convex core of a measure and extension of an exponential family, introduced previously by the authors, and a new concept of accessible faces of a convex set. Two other closures related to the information divergence are also characterized.
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