Geodesic
Maximizing the Bregman divergence from a Bregman family
Kybernetika, Tome 56 (2020) no. 5, pp. 875-885

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The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
DOI : 10.14736/kyb-2020-5-0875
Classification : 52A41, 62B05, 62E15, 62E17, 94A17
Keywords: Bregman divergence; relative entropy; exponential family; optimization 
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Rauh, Johannes; Matúš, František. Maximizing the Bregman divergence from a Bregman family. Kybernetika, Tome 56 (2020) no. 5, pp. 875-885. doi: 10.14736/kyb-2020-5-0875

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