arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 1606.08504math.PR
收藏

多对测度的混合$f$ -发散

Mixed $f$-divergence for multiple pairs of measures

Elisabeth M. Werner, Deping Ye

摘要:

本文将经典的一对测度的$f$ -散度的概念推广到多对测度的混合$f$ -散度。混合$f$ -发散提供了一种测量多对(概率)测量之间差异的方法。建立了混合$f$ -发散的性质,如排列不变性和分布对称性。证明了混合$f$ -发散的Alexandrov-Fenchel型不等式和等周不等式.

英文摘要:

In this paper, the concept of the classical $f$-divergence for a pair of measures is extended to the mixed $f$-divergence for multiple pairs of measures. The mixed $f$-divergence provides a way to measure the difference between multiple pairs of (probability) measures. Properties for the mixed $f$-divergence are established, such as permutation invariance and symmetry in distributions. An Alexandrov-Fenchel type inequality and an isoperimetric inequality for the mixed $f$-divergence are proved.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑