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A geometric interpretation of Darroch and Ratcliff’s generalized iterative scaling. (English) Zbl 0681.62010

Summary: J. N. Darroch and D. Ratcliff’s [Ann. Math. Statistics 43, 1470-1780 (1972; Zbl 0251.62020)] iterative algorithm for minimizing I- divergence subject to linear contraints is equivalent to a cyclic iteration of explicitly performable I-projection operations.

MSC:

62B10 Statistical aspects of information-theoretic topics
65K10 Numerical optimization and variational techniques

Citations:

Zbl 0251.62020
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