65 citations · 131 across the 6 of their papers we have counts for
6 papers
Almost Worst Case Distributions in Multiple Priors Models
Imre Csiszar, Thomas Breuer
A worst case distribution is a minimiser of the expectation of some random payoff within a family of plausible risk factor distributions. The plausibility of a risk factor distribu…
Measuring Model Risk
Thomas Breuer, Imre Csiszar
We propose to interpret distribution model risk as sensitivity of expected loss to changes in the risk factor distribution, and to measure the distribution model risk of a portfoli…
Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities
Imre Csiszár, František Matúš
Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the nega…
A limit relation for entropy and channel capacity per unit cost
I. Csiszar, F. Hiai, D. Petz
In a quantum mechanical model, Diosi, Feldmann and Kosloff arrived at a conjecture stating that the limit of the entropy of certain mixtures is the relative entropy as system size…
Consistent estimation of the basic neighborhood of Markov random fields
Imre Csiszár, Zsolt Talata
For Markov random fields on with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditi…
Closures of exponential families
Imre Csiszar, Frantisek Matus
The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of con…