Related papers: Characterization of Generalized Alpha-Beta Diverge…
We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…
The families of $f$-divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely used to quantify the similarity between probability…
We consider a two-parameter family of R\'enyi relative entropies $D_{\alpha,z}(\rho||\sigma)$ that are quantum generalisations of the classical R\'enyi divergence $D_{\alpha}(p||q)$. This family includes many known relative entropies (or…
We propose a family of near-metrics based on local graph diffusion to capture similarity for a wide class of data sets. These quasi-metametrics, as their names suggest, dispense with one or two standard axioms of metric spaces, specifically…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical maximum likelihood based techniques. Recently Ghosh et al. (2013) proposed a general class of divergence measures…
We propose the family of generalized resubstitution classifier error estimators based on empirical measures. These error estimators are computationally efficient and do not require re-training of classifiers. The plain resubstitution error…
We consider an extension of $\epsilon$-entropy to a KL-divergence based complexity measure for randomized density estimation methods. Based on this extension, we develop a general information-theoretical inequality that measures the…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will make a study based on the Alpha-Beta-divergence to have a…
We study generic holomorphic families of dynamical systems presenting problems of small divisors with fixed arithmetic. We prove that we have convergence for all parameter values or divergence everywhere except for an exceptional set in the…
We establish consistency and asymptotic normality of the minimum density power divergence estimator under regularity conditions different from those originally provided by Basu et al.
Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor…
The main purpose of this paper is to present new families of test statistics for studying the problem of goodness-of-fit of some data to a latent class model for binary data. The families of test statistics introduced are based on…
Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…
In \cite{KumarS15J2}, it was shown that a generalized maximum likelihood estimation problem on a (canonical) $\alpha$-power-law model ($\mathbb{M}^{(\alpha)}$-family) can be solved by solving a system of linear equations. This was due to an…
We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…
We derive a class of divergences measuring the difference between probability density functions on the one-dimensional sample space. This divergence is a one-parameter variation of the Itakura--Saito divergence between quantile density…
We study the relative entropy density for generalized Gibbs measures. We first show its existence and obtain a familiar expression in terms of entropy and relative energy for a class of ``almost Gibbsian measures'' (almost sure continuity…
Most quantum divergences derive their structure from classical f-divergences or Renyi-type constructions, a dependence that obscures several quantum geometric effects. We introduce a quantum relative-alpha-entropy that extends Umegaki's…
Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…