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On the probabilistic rationale of I-divergence and J-divergence minimization

Marian Grendar Jr·Marian Grendar
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Abstract

A probabilistic rationale for I-divergence minimization (relative entropy maximization), non-parametric likelihood maximization and J-divergence minimization (Jeffres' entropy maximization) criteria is provided.

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Marian Grendar Jr, Marian Grendar. 2000-08-04. On the probabilistic rationale of I-divergence and J-divergence minimization. https://arxiv.org/abs/math/0008037

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