Extensions of the parametric families of divergences used in statistical inference

Title:

Extensions of the parametric families of divergences used in statistical inference

Creator:

Kůs, Václav, Morales, Domingo, and Vajda, Igor

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:a0531fc5-150f-4e05-a7e7-d692fcf50191
uuid:a0531fc5-150f-4e05-a7e7-d692fcf50191

Subject:

divergences, metric divergences, and families of f-divergences

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

We propose a simple method of construction of new families of ϕ-divergences. This method called convex standardization is applicable to convex and concave functions ψ(t) twice continuously differentiable in a neighborhood of t=1 with nonzero second derivative at the point t=1. Using this method we introduce several extensions of the LeCam, power, χa and Matusita divergences. The extended families are shown to connect smoothly these divergences with the Kullback divergence or they connect various pairs of these particular divergences themselves. We investigate also the metric properties of divergences from these extended families.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[95]-112

Source:

Kybernetika | 2008 Volume:44 | Number:1

Harvested from:

CDK

Metadata only:

false