Exact Rank-Space KL Projection for Shared-Marginal Low-Rank Factors: Application to Doubly Stochastic Clustering
We study exact Kullback--Leibler (KL) projection for low-rank factorizations whose two nonnegative factors have prescribed row marginals and a shared, learned column marginal. For arbitrary positive row marginals of equal total mass, the joint KL projection reduces exactly to a strictly convex gauge-fixed dual with onl...