Maximizing the Bregman divergence from a Bregman family
The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
We study the problem of finding the smallest such that every element of an exponential family can be written as a mixture of elements of another exponential family. We propose an approach based on coverings and packings of the face lattice of the corresponding convex support polytopes and results from coding theory. We show that is the smallest number for which any distribution of