Statistical Divergences between Densities of Truncated Exponential Families with Nested Supports: Duo Bregman and Duo Jensen Divergences

By calculating the Kullback–Leibler divergence between two probability measures belonging to different exponential families dominated by the same measure, we obtain a formula that generalizes the ordinary Fenchel–Young divergence. Inspired by this formula, we define the duo Fenchel–Young divergence...

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Detalles Bibliográficos
Autor principal: Nielsen, Frank
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947456/
https://www.ncbi.nlm.nih.gov/pubmed/35327931
http://dx.doi.org/10.3390/e24030421

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947456/
https://www.ncbi.nlm.nih.gov/pubmed/35327931
http://dx.doi.org/10.3390/e24030421

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