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On Representations of Divergence Measures and Related Quantities in Exponential Families

Within exponential families, which may consist of multi-parameter and multivariate distributions, a variety of divergence measures, such as the Kullback–Leibler divergence, the Cressie–Read divergence, the Rényi divergence, and the Hellinger metric, can be explicitly expressed in terms of the respec...

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Detalles Bibliográficos
Autores principales: Bedbur, Stefan, Kamps, Udo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8227757/
https://www.ncbi.nlm.nih.gov/pubmed/34201023
http://dx.doi.org/10.3390/e23060726