منابع مشابه
Hellinger distance
In this lecture, we will introduce a new notion of distance between probability distributions called Hellinger distance. Using some of the nice properties of this distance, we will generalize the fooling set argument for deterministic protocols to the randomized setting. We will then use this to prove a Ω(n) lower bound for the communication complexity of Disjointness. We will also see how this...
متن کاملHellinger distance for fuzzy measures
Hellinger distance is a distance between two additive measures defined in terms of the RadonNikodym derivative of these two measures. This measure proposed in 1909 has been used in a large variety of contexts. In this paper we define an analogous measure for fuzzy measures. We discuss them for distorted probabilities and give two examples.
متن کاملOptimal robust estimates using the Hellinger distance
Optimal robust M-estimates of a multidimensional parameter are described using Hampel’s infinitesimal approach. The optimal estimates are derived by minimizing a measure of efficiency under the model, subject to a bounded measure of infinitesimal robustness. To this purpose we define measures of efficiency and infinitesimal sensitivity based on the Hellinger distance. We show that these two mea...
متن کاملMultivariate spectral approximation in the Hellinger distance
We first describe a globally convergent matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. Then, we apply this approximation procedure to the estimation of multivariate spectral densities, and test its effectiveness through simulation.
متن کاملMinimum Hellinger Distance Estimation with Inlier Modification
Inference procedures based on the Hellinger distance provide attractive alternatives to likelihood based methods for the statistician. The minimum Hellinger distance estimator has full asymptotic efficiency under the model together with strong robustness properties under model misspecification. However, the Hellinger distance puts too large a weight on the inliers which appears to be the main r...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Letters in Mathematical Physics
سال: 2019
ISSN: 0377-9017,1573-0530
DOI: 10.1007/s11005-019-01156-0