(f,Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics

被引:0
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作者
Birrell, Jeremiah [1 ]
Dupuis, Paul [2 ]
Katsoulakis, Markos A. [3 ]
Pantazis, Yannis [4 ]
Rey-Bellet, Luc [3 ]
机构
[1] TRIPODS Institute for Theoretical Foundations of Data Science, University of Massachusetts Amherst, Amherst,MA,01003, United States
[2] Division of Applied Mathematics, Brown University, Providence,RI,02912, United States
[3] Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst,MA,01003, United States
[4] Institute of Applied and Computational Mathematics, Foundation for Research and Technology - Hellas, Heraklion,GR-70013, Greece
关键词
F-divergence - Integral probability metric - Mass redistribution - Notion of distance - Probability measures - Probability metrics - Statistical learning - Variational representation - Wasserstein distance - Wasserstein metric;
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67
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