On Representations of Divergence Measures and Related Quantities in Exponential Families

On Representations of Divergence Measures and Related Quantities in Exponential Families

Within exponential families, which may consist of multi-parameter and multivariate distributions, a variety of divergence measures, such as the Kullback–Leibler divergence, the Cressie–Read divergence, the Rényi divergence, and the Hellinger metric, can be explicitly expressed in terms of the respec...

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Bibliografiska uppgifter
Huvudupphovsmän: Stefan Bedbur, Udo Kamps
Materialtyp: Artikel
Språk:English
Publicerad: MDPI AG 2021-06-01
Serie:Entropy
Ämnen:
exponential family
cumulant function
mean value function
divergence measure
distance measure
affinity
Länkar:https://www.mdpi.com/1099-4300/23/6/726

Internet

https://www.mdpi.com/1099-4300/23/6/726

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