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Minimization Problems on Strictly Convex Divergences (2001.01079v3)
Published 4 Jan 2020 in cs.IT, math.IT, math.ST, and stat.TH
Abstract: The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of the minimizer without assuming a specific form of divergences. Furthermore, we show geometric properties related to the minimization problems.