Unifying Divergence Minimization and Statistical Inference via Convex Duality
published: Feb. 25, 2007, recorded: July 2006, views: 5464
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We unify divergence minimization and statistical inference by means of convex duality. In the process of doing so, we prove that the dual of approximate maximum entropy estimation is maximum a posteriori estimation. Moreover, our treatment leads to stability and convergence bounds for many statistical learning problems.
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