Convex Optimization on Functionals of Probability Densities

2020/02/16 by Tomohiro Nishiyama, Nishiyama, Tomohiro
Computer Science · Decision Sciences · #FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning and Algorithms #Multi-Criteria Decision Making

paper · pdf · doi:10.48550/arxiv.2002.06488

openalex publication_date 2020/02/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of the minimizer if there exist a minimizer.

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