Statistical Divergences between Densities of Truncated Exponential Families with Nested Supports: Duo Bregman and Duo Jensen Divergences
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DOI: 10.3390/e24030421
Abstract: By calculating the Kullback–Leibler divergence between two probability measures belonging to different exponential families dominated by the same measure, we obtain a formula that generalizes the ordinary Fenchel–Young divergence. Inspired by this formula, we define… read more here.
Keywords: duo; truncated exponential; duo bregman; divergence ... See more keywords