Statistical Inference Based on Divergence Measures

By Z. Q. Lu. 2007

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The total variation distance between high-dimensional Gaussians (2018, background): “The Hellinger distance between two Gaussians has a closed form (e.g., [7, Exer-cises 11 and 14 in Chapter 1]): (cid:16) (cid:17) Combining these gives the following proposition.”
Distributionally Robust Stochastic Optimization with Wasserstein Distance (2016, background): “[7] that the φ-divergence ball Mφ can be viewed as a statistical confidence region (Pardo [40]), and for several choices of φ, the inner maximization of the problem above is tractable.”
A Bayesian view on the Hilbert transform and the Kramers-Kronig transform of electrochemical impedance data: Probabilistic estimates and quality scores (2020, background): “Therefore, a viable score could use[48]”
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2013, unknown): “Some examples, taken from [32], are given in Table 4.”