Maximum-entropy regularization functional Created 2026-10-06 Updated 2026-10-14
This convex function penalizes positive densities using negative entropy, with and infinite value for negative inputs. Its scalar derivative is on . On a bounded domain, restricting to uniformly positive bounded functions gives a simple setting for a Fréchet derivative. Its Bregman distance is the generalized Kullback–Leibler divergence. With fixed total mass, minimizing this negative-entropy expression maximizes the corresponding entropy.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 2 ii Solution Created 2026-10-03 Updated 2026-10-14
For the maximum-entropy regularization functional, differentiation of the scalar integrand gives . Thus the Fréchet derivative at a positive reference function is , and the stated differentiability result gives . Consequently,This is the generalized Kullback–Leibler divergence. When both functions integrate to the same mass, the last two terms cancel after integration; for probability density functions it becomes the usual Kullback-Leibler divergence. For two positive functions, adding the reverse distance givesA sufficient setting for the differentiability argument is with bounded away from zero. For nonnegative , use wherever appropriate. Positivity alone in does not automatically provide an open domain on which the Fréchet derivative exists.
Poisson data fidelity 2026-10-06
For positive observations and positive predicted intensities , this is the generalized Kullback–Leibler divergence with observation in the first argument. Its scalar derivative in is and its second derivative is . It differs from the divergence of a reconstructed density from a reference density by which argument is varied. A linear prediction gives derivative through the adjoint operator, on suitable admissible function spaces. This fidelity arises from the negative log likelihood of a Poisson observation model, after removal of terms depending only on observations.