explicit formula of koszul–vinberg characteristic functions for a wide class of regular convex cones
;Hideyuki Ishi
European journal of medicinal chemistry2016Vol. 18pp. 383-
123
ishi2016entropyexplicit
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.