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There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leibler (1951) relative information and Jeffreys (1951) J-divergence. Sibson (1969)…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than…

Statistics Theory · Mathematics 2024-08-26 Paul Vos , Qiang Wu

Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…

Statistics Theory · Mathematics 2019-12-19 Chandima N. P. G. Arachchige , Luke A. Prendergast

In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. In particular, it contains the famous means as harmonic, geometric, arithmetic, etc. Here we considered a sequence of inequalities…

Information Theory · Computer Science 2011-11-04 Inder Jeet Taneja

This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…

Analysis of PDEs · Mathematics 2017-10-09 Moritz Schönherr , Friedemann Schuricht

In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some…

Statistics Theory · Mathematics 2018-09-21 Tomohiro Nishiyama

Bell tests are of profound statistical nature. Besides physical considerations, the proper understanding of their implications should involve detailed statistical analyses. In this regard, recent works have shown that their consequences and…

Quantum Physics · Physics 2025-06-10 Alfredo Luis

Let P -> M be a principal G-bundle. Using techniques from the loop representation of gauge theory, we construct well-defined substitutes for ``Lebesgue measure'' on the space A of connections on P and for ``Haar measure'' on the group Ga of…

High Energy Physics - Theory · Physics 2009-10-22 John C. Baez

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…

Statistics Theory · Mathematics 2019-12-12 Dominic Edelmann , Donald Richards , Daniel Vogel

A concept of the generalized quantum measurement is introduced as the transformation, which establishes a correspondence between the initial states of the object system and final states of the object--measuring device (meter) system with…

Quantum Physics · Physics 2007-05-23 Boris A. Grishanin , Victor N. Zadkov

A positive real interval, [a, b], can be partitioned into sub-intervals such that sub-interval widths divided by sub-interval "average" values remains constant. That both Arithmetic Mean and Geometric Mean "average" values produce constant…

Numerical Analysis · Computer Science 2012-03-22 John Lindgren , Vibeke Libby

Arithmetic, geometric and harmonic means are the three classical means famous in the literature. Another mean such as square-root mean is also known. In this paper, we have constructed divergence measures based on nonnegative differences…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

The Gromov-Wasserstein (GW) distance is a powerful tool for comparing metric measure spaces which has found broad applications in data science and machine learning. Driven by the need to analyze datasets whose objects have increasingly…

Metric Geometry · Mathematics 2026-03-10 Martin Bauer , Facundo Mémoli , Tom Needham , Mao Nishino

Divergence measures play a central role and become increasingly essential in deep learning, yet efficient measures for multiple (more than two) distributions are rarely explored. This becomes particularly crucial in areas where the…

Machine Learning · Computer Science 2024-06-07 Mingfei Lu , Chenxu Li , Shujian Yu , Robert Jenssen , Badong Chen

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin

Multi-sensor data fusion technology plays an important role in real applications. Because of the flexibility and effectiveness in modelling and processing the uncertain information regardless of prior probabilities, Dempster-Shafer evidence…

Artificial Intelligence · Computer Science 2018-06-06 Fuyuan Xiao

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter $\lambda$, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the…

Information Theory · Computer Science 2021-04-27 Masanari Kimura , Hideitsu Hino

The measurement of distance between two objects is generalized to the case where the objects are no longer points but are one-dimensional. Additional concepts such as non-extensibility, curvature constraints, and non-crossing become central…

Soft Condensed Matter · Physics 2008-03-04 Steven S. Plotkin

We study repeated independent Blackwell experiments; standard examples include drawing multiple samples from a population, or performing a measurement in different locations. In the baseline setting of a binary state of nature, we compare…

Statistics Theory · Mathematics 2020-09-08 Xiaosheng Mu , Luciano Pomatto , Philipp Strack , Omer Tamuz