Explicit Formula of Koszul-Vinberg Characteristic Functions for a Wide Class of Regular Convex Cones
نویسنده
چکیده
Abstract: The Koszul–Vinberg characteristic function plays a fundamental role in the theory of convex cones. We give an explicit description of the function and related integral formulas for a new class of convex cones, including homogeneous cones and cones associated with chordal (decomposable) graphs appearing in statistics. Furthermore, we discuss an application to maximum likelihood estimation for a certain exponential family over a cone of this class.
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ورودعنوان ژورنال:
- Entropy
دوره 18 شماره
صفحات -
تاریخ انتشار 2016