On the Minimization of Convex Functionals of Probability Distributions Under Band Constraints
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DOI: 10.1109/tsp.2017.2788427
Abstract: The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality conditions… read more here.
Keywords: optimality; probability distributions; convex functionals; functionals probability ... See more keywords