Entropic Projections and Dominating Points

Christian Léonard

Displaying similar documents to “Entropic Projections and Dominating Points”

Well behaved asymptotical convex functions

A. A. Auslender, J. P. Crouzeix (1989)

Annales de l'I.H.P. Analyse non linéaire

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Conditional principles for random weighted measures

Nathael Gozlan (2005)

ESAIM: Probability and Statistics

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In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form $L_{n} = \frac{1}{n} \sum_{i = 1}^{n} Z_{i} δ_{x_{i}^{n}}$ , ${(Z_{i})}_{i}$ being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.

Variational principle, conjugate convex functions and “the equivalence of ensembles”

Marc Pirlot (1985)

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications

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A note on the interval-valued marginal problem and its maximum entropy solution

Jiřina Vejnarová (1998)

Kybernetika

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This contribution introduces the marginal problem, where marginals are not given precisely, but belong to some convex sets given by systems of intervals. Conditions, under which the maximum entropy solution of this problem can be obtained via classical methods using maximum entropy representatives of these convex sets, are presented. Two counterexamples illustrate the fact, that this property is not generally satisfied. Some ideas of an alternative approach are presented at the end of...