On f-divergences Between Cauchy Distributions

被引：2

作者：

Nielsen, Frank ^{[1
]}

Okamura, Kazuki ^{[2
]}

机构：

[1] Sony Comp Sci Labs Inc, Tokyo, Japan

[2] Shizuoka Univ, Fac Sci, Dept Math, Shizuoka, Japan

来源：

GEOMETRIC SCIENCE OF INFORMATION (GSI 2021) | 2021年 / 12829卷

关键词：

Cauchy distributions; Complex analysis; Maximal invariant; Information geometry;

D O I：

10.1007/978-3-030-80209-7_86

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

We prove that all f-divergences between univariate Cauchy distributions are symmetric, and can be expressed as functions of the chi-squared divergence. This property does not hold anymore for multivariate Cauchy distributions.

引用

页码：799 / 807

页数：9

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