搜索结果: 1-8 共查到“统计学 f-divergences”相关记录8条 . 查询时间(0.121 秒)
Affine Invariant Divergences associated with Composite Scores and its Applications
composite score divergence Bregman score H¨older score affine invariance
2013/6/14
In statistical analysis, measuring a score of predictive performance is an important task. In many scientific fields, appropriate scores were tailored to tackle the problems at hand. A proper score is...
Alpha/Beta Divergences and Tweedie Models
Tweedie distributions variance functions alpha/betadivergences deviance.
2012/11/22
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 exponentia...
Dual divergences estimation for censored survival data
Robust estimation Minimum divergence estimators Kaplan-Meier estimator
2011/7/5
This paper is devoted to robust estimation based on dual divergences estimators for parametric models in the framework of right censored data. We give limit laws of the proposed estimators and examine...
General bootstrap for dual phi-divergences estimates
Bootstrap consistency weighted bootstrap Kaplan-Meier
2011/7/5
A general notion of bootstrapped $\phi$-divergences estimates constructed by exchangeably weighting sample is introduced.
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences
Finite-Time Multi-armed Bandits Problems Kullback-Leibler Divergences
2011/6/20
We consider a Kullback-Leibler-based algorithmfor the stochastic multi-armed bandit prob-
lem in the case of distributions with finite supports (not necessarily known beforehand),
whose asymptotic r...
Lower bounds for the minimax risk using $f$-divergences and applications
Minimax lower bounds f-divergences Fano’sinequality Pinsker’s inequality Reconstruction from supportfunctions
2010/3/10
A new lower bound involving f-divergences between
the underlying probability measures is proved for the minimax
risk in estimation problems. The proof just uses the convexity
of the function f and ...
A Lower Bound on Arbitrary f--Divergences in Terms of the Total Variation
Lower Bound Arbitrary f--Divergences Total Variation
2010/3/19
An important tool to quantify the likeness of two probability measures
are f–divergences, which have seen widespread application in statistics
and information theory. An example is the total variati...
Divergences Test Statistics for Discretely Observed Diffusion Processes
diffusion processes empirical level hypotheses testing divergences -divergences
2010/4/30
In this paper we propose the use of -divergences as test statistics to verify
simple hypotheses about a one-dimensional parametric diffusion process
dXt = b(Xt, )dt + (Xt, )dWt, from discrete ob...