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

Let ZZ be the finite sample space, let u:ZRu:Z\to\mathbb{R} satisfy xZu(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+={PP(Z):PΠFu,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

PPu+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.

Sources & referencesView supporting material

Primary source

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

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