A new class of metric divergences on probability spaces and its applicability in statistics
By Ferdinand Österreicher, Igor Vajda. 2003
213 citations recorded by the source corpus.
Subfields: Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/cff4b999fdd2f751a566e65423a80cbd8405a163
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistical and Nonlinear Physics
- Elisabeth M. Werner
- Friedrich Liese
- Igor Vajda
- Umut Caglar
- Olivier Bousquet
- Ilya O. Tolstikhin
- John C. Duchi
- Igal Sason
In Statistics and Probability
- Elisabeth M. Werner
- Umut Caglar
- Friedrich Liese
- Igor Vajda
- Carlos Riquelme
- Olivier Bousquet
- Josip Djolonga
- Ilya O. Tolstikhin
Citations in the corpus
- On integral probability metrics, φ-divergences and binary classification (2009, unknown): “is Bπ = π ∧ (1 − π). The statistical information, Iπ(P,Q) in the model {(M,A),(P,Q),π} is defined as the difference between the a priori and a posteriori Bayes loss given by Iπ(P,Q) = Bπ −Bπ(P,Q). (21) [23] showed that for P,Q ∈ P0, Iπ(P,Q) is the φ-divergence between P and Q for φ = φπ := π ∧(1−π)− π”
- Practical and Consistent Estimation of f-Divergences (2019, background): “Of them, possibly the least well-known in the machine learning literature are f -divergences [32].”
- On Divergences and Informations in Statistics and Information Theory (2006, methodology): “The Arimoto divergences were introduced for all by Österreicher and Vajda [42] who proved the triangle inequality (64) for all and found also the metric properties of these divergences for .”
- Divergence for s-concave and log concave functions (2013, background): “Such divergences and their related inequalities are important tools in information theory, statistics, probability theory and machine learning [8, 13, 18, 24, 32, 33, 53, 55, 71].”