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A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling

  • Csiszar I
The Annals of Statistics (2007) 17(3)
DOI: 10.1214/aos/1176347279
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Abstract

Darroch and Ratcliff's iterative algorithm for minimizing I-divergence subject to linear constraints is equivalent to a cyclic iteration of explicitly performable I-projection operations.

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APA

Csiszar, I. (2007). A Geometric Interpretation of Darroch and Ratcliff’s Generalized Iterative Scaling. The Annals of Statistics, 17(3). https://doi.org/10.1214/aos/1176347279

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