α-Geodesical Skew Divergence

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter [Formula: see text] , with the other distribution. Such divergence is an approximation of the KL divergence that does not require the target distribution to be absolutely continuous...

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Detalles Bibliográficos
Autores principales: Kimura, Masanari, Hino, Hideitsu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8146191/
https://www.ncbi.nlm.nih.gov/pubmed/33923103
http://dx.doi.org/10.3390/e23050528
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author Kimura, Masanari
Hino, Hideitsu
author_facet Kimura, Masanari
Hino, Hideitsu
author_sort Kimura, Masanari
collection PubMed
description The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter [Formula: see text] , with the other distribution. Such divergence is an approximation of the KL divergence that does not require the target distribution to be absolutely continuous with respect to the source distribution. In this paper, an information geometric generalization of the skew divergence called the [Formula: see text]-geodesical skew divergence is proposed, and its properties are studied.
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spelling pubmed-81461912021-05-26 α-Geodesical Skew Divergence Kimura, Masanari Hino, Hideitsu Entropy (Basel) Article The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter [Formula: see text] , with the other distribution. Such divergence is an approximation of the KL divergence that does not require the target distribution to be absolutely continuous with respect to the source distribution. In this paper, an information geometric generalization of the skew divergence called the [Formula: see text]-geodesical skew divergence is proposed, and its properties are studied. MDPI 2021-04-25 /pmc/articles/PMC8146191/ /pubmed/33923103 http://dx.doi.org/10.3390/e23050528 Text en © 2021 by the authors. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Kimura, Masanari
Hino, Hideitsu
α-Geodesical Skew Divergence
title α-Geodesical Skew Divergence
title_full α-Geodesical Skew Divergence
title_fullStr α-Geodesical Skew Divergence
title_full_unstemmed α-Geodesical Skew Divergence
title_short α-Geodesical Skew Divergence
title_sort α-geodesical skew divergence
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8146191/
https://www.ncbi.nlm.nih.gov/pubmed/33923103
http://dx.doi.org/10.3390/e23050528
work_keys_str_mv AT kimuramasanari ageodesicalskewdivergence
AT hinohideitsu ageodesicalskewdivergence

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