Blended φ -divergences with examples

Václav Kůs

Kybernetika (2003)

  • Volume: 39, Issue: 1, page [43]-54
  • ISSN: 0023-5954

Abstract

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Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences D 0 and D 1 given in advance. Several examples of blends of well-known divergences are given.

How to cite

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Kůs, Václav. "Blended $\phi $-divergences with examples." Kybernetika 39.1 (2003): [43]-54. <http://eudml.org/doc/33621>.

@article{Kůs2003,
abstract = {Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences $D_0$ and $D_1$ given in advance. Several examples of blends of well-known divergences are given.},
author = {Kůs, Václav},
journal = {Kybernetika},
keywords = {divergences of probability distributions; blended divergences; statistical applications; divergences of probability distributions; statistical applications},
language = {eng},
number = {1},
pages = {[43]-54},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Blended $\phi $-divergences with examples},
url = {http://eudml.org/doc/33621},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Kůs, Václav
TI - Blended $\phi $-divergences with examples
JO - Kybernetika
PY - 2003
PB - Institute of Information Theory and Automation AS CR
VL - 39
IS - 1
SP - [43]
EP - 54
AB - Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences $D_0$ and $D_1$ given in advance. Several examples of blends of well-known divergences are given.
LA - eng
KW - divergences of probability distributions; blended divergences; statistical applications; divergences of probability distributions; statistical applications
UR - http://eudml.org/doc/33621
ER -

References

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  8. Park, Ch., Basu A., Basu S., 10.1080/03610919508813265, Comm. Statist. B – Simulation Comput. 24 (1995), 653–673 (1995) Zbl0850.62243DOI10.1080/03610919508813265
  9. Read R. C., Cressie N. A. C., Goodness-of-fit Statistics for Discrete Multivariate Data, Springer, Berlin 1988 Zbl0663.62065MR0955054
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