Projection Theorems of Divergences and Likelihood Maximization Methods
Atin Gayen,
M. Ashok Kumar
Abstract:Projection theorems of divergences enable us to find reverse projection of a divergence on a specific statistical model as a forward projection of the divergence on a different but rather "simpler" statistical model, which, in turn, results in solving a system of linear equations. Reverse projection of divergences are closely related to various estimation methods such as the maximum likelihood estimation or its variants in robust statistics. We consider projection theorems of three parametric families of diver… Show more
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