منابع مشابه
Loglinear Models: An approach based on φ-Divergences
In this paper we present a review of some results about inference based on φ-divergence measures, under assumptions of multinomial sampling and loglinear models. The minimum φ-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator is considered. This estimator is used in a φdivergence measure which is the basis of new statistics for solving three importan...
متن کاملΦ - Divergences , Sufficiency , Bayes Sufficiency , and Deficiency
The paper studies the relations between φ-divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of φ-divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form...
متن کاملA Note on Integral Probability Metrics and φ-divergences
We study some connections between integral probability metrics [21] of the form, γF(P,Q) := sup f∈F ̨
متن کاملOn Integral Probability Metrics, φ-Divergences and Binary Classification
φ-divergences are a widely studied class of distance measures between probabilities. In this paper, a different class of distance measures on probabilities, called the integral probability metrics (IPMs) is considered. IPMs, for example, the Wasserstein distance and Dudley metric have, thus far, only been used in a limited setting, as theoretical tools in mass transportation problems, in metriz...
متن کاملdeBruijn identities: from Shannon, Kullback–Leibler and Fisher to generalized φ -entropies, φ -divergences and φ -Fisher informations
In this paper we propose a generalization of the usual deBruijn identity that links the Shannon differential entropy (or the Kullback–Leibler divergence) and the Fisher information (or the Fisher divergence) of the output of a Gaussian channel. The generalization makes use of φ -entropies on the one hand, and of φ -divergences (of the Csizàr class) on the other hand, as generalizations of the S...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1997
ISSN: 0893-9659
DOI: 10.1016/s0893-9659(97)00095-5