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1 vote
1 answer
187 views

Bound the distance between two vectors on the probability simplex

Let $a,b$ be two vectors with strictly positive elements and $\delta = 1 - \frac{\langle a,b \rangle}{\|a\|\|b\|}$. Bound the following optimization problem as a function of $\delta$ $$\sup_{x>0} \...
good bandit's user avatar
1 vote
2 answers
278 views

Optimization of a integral function

I have a function $h(y,x_1,x_2,\ldots,x_n)$. It is known that the minimum value of $h$ for any $y$ is attained when $x_1 = x_n$ and $x_2 = x_3 = \cdots = x_{n-1}$. Now consider the following function \...
Satya Prakash's user avatar
4 votes
0 answers
228 views

Minimization over a convex function of equal vs unequal success probabilities of Bernoulli random variables

Let $U_1,U_2,\ldots,U_n$ be $n\geq 2$ mutually independent Bernoulli random variables. There are two cases of interest: $1.$ The random variables $U_1,U_2,\ldots,U_n$ are identically distributed; $...
Seyhmus Güngören's user avatar
0 votes
0 answers
198 views

Maximum entropy with constraint on CDF

I would like to know whether the following problem is well posed, and whether there is a solution. Let me make it clear that I have no pretentions of rigor here. Given a continuum random variable $x$...
James's user avatar
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