On the Computability of Continuous Maximum Entropy Distributions: Adjoint Orbits of Lie Groups
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Given a point A in the convex hull of a given adjoint orbit 𝒪(F) of a compact Lie group G, we give a polynomial time algorithm to compute the probability density supported on 𝒪(F) whose expectation is A and that minimizes the Kullback-Leibler divergence to the G-invariant measure on 𝒪(F). This significantly extends the recent work of the authors (STOC 2020) who presented such a result for the manifold of rank k-projections which is a specific adjoint orbit of the unitary group U(n). Our result relies on the ellipsoid method-based framework proposed in prior work; however, to apply it to the general setting of compact Lie groups, we need tools from Lie theory. For instance, properties of the adjoint representation are used to find the defining equalities of the minimal affine space containing the convex hull of 𝒪(F), and to establish a bound on the optimal dual solution. Also, the Harish-Chandra integral formula is used to obtain an evaluation oracle for the dual objective function. While the Harish-Chandra integral formula allows us to write certain integrals over the adjoint orbit of a Lie group as a sum of a small number of determinants, it is only defined for elements of a chosen Cartan subalgebra of the Lie algebra 𝔤 of G. We show how it can be applied to our setting with the help of Kostant's convexity theorem. Further, the convex hull of an adjoint orbit is a type of orbitope, and the orbitopes studied in this paper are known to be spectrahedral. Thus our main result can be viewed as extending the maximum entropy framework to a class of spectrahedra.
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