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September, 1989 A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling
Imre Csiszar
Ann. Statist. 17(3): 1409-1413 (September, 1989). DOI: 10.1214/aos/1176347279

Abstract

Darroch and Ratcliff's iterative algorithm for minimizing $I$-divergence subject to linear constraints is equivalent to a cyclic iteration of explicitly performable $I$-projection operations.

Citation

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Imre Csiszar. "A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling." Ann. Statist. 17 (3) 1409 - 1413, September, 1989. https://doi.org/10.1214/aos/1176347279

Information

Published: September, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0681.62010
MathSciNet: MR1015161
Digital Object Identifier: 10.1214/aos/1176347279

Subjects:
Primary: 62B10
Secondary: 65K10

Keywords: $I$-divergence geometry , Generalized iterative scaling , maximum entropy , maximum likelihood , minimum discrimination information

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 3 • September, 1989
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