Uniqueness conjecture for maximizing Bregman divergence on one side of a codimension-one family

About 6 years old · traced to

Let ZZ be the finite sample space, let u:Z→Ru:Z\to\mathbb{R} satisfy ∑x∈Zu(x)=0\sum_{x\in Z}u(x)=0, and let Fu\mathcal{F}_{u} be the exponential family associated with a function fuf_u such that N(fu)=Ru\mathcal{N}(f_u)=\mathbb{R}u. Define

Pu+={P∈P(Z):⟨P−ΠFu,P,u⟩>0}.\mathcal{P}_{u}^{+}=\big\{P\in\mathcal{P}(Z):\langle P-\Pi_{\mathcal{F}_{u},P},u\rangle>0\big\}.

Uniqueness conjecture. The map

P∈Pu+⟼B(P,Fu)P\in\mathcal{P}_{u}^{+}\longmapsto B(P,\mathcal{F}_{u})

has a unique local and global maximizer. For a codimension-one exponential family, this predicts uniqueness of the maximizing distribution on each side of the family, complementing the stated fact that there are precisely two local maximizers overall, one on each side. Whether this uniqueness holds in the Bregman-divergence setting is left open by the source.

References

Primary source

Johannes Rauh and František Matúš, “Maximizing the Bregman divergence from a Bregman family”, arXiv:2001.08813 (2020).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.