搜索结果: 1-15 共查到“f-divergence”相关记录24条 . 查询时间(0.062 秒)
Some results on a $χ$-divergence, an~extended~Fisher information and~generalized~Cramer-Rao inequalities
Some results $χ$-divergence an~extended~Fisher information generalized~Cramer-Rao inequalities
2013/6/17
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalit...
Maximal Information Divergence from Statistical Models defined by Neural Networks
neural network exponential family Kullback-Leibler diver-gence multi-information
2013/4/27
We review recent results about the maximal values of the Kullback-Leibler information divergence from statistical models defined by neural networks, including naive Bayes models, restricted Boltzmann ...
Producer price disparities in the EU agriculture: divergence or convergence?
convergence EU agriculture producer prices integration agricultural markets
2014/2/24
The issue of price disparities in the EU commodity markets has given rise to a fair amount of empirical and theoretical research. Price convergence studies were generally on the aggregate level, and i...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case
Change poin Exponential model Likelihood ratio test
2011/7/19
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations.
Online algorithms for Nonnegative Matrix Factorization with the Itakura-Saito divergence
Online algorithms Nonnegative Matrix Factorization Itakura-Saito divergence
2011/7/6
Nonnegative matrix factorization (NMF) is now a common tool for audio source separation.
Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point
f-divergence exponential Levy models
2010/10/19
We consider the exponential Levy models and we study the conditions under which f-minimal equivalent martingale measure preserves Levy property. Then we give a general formula for optimal strategy in...
Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point
f-divergence exponential Levy models change-point optimal portfolio
2010/4/28
We consider the exponential Levy models and we study the conditions under which f-minimal equivalent martingale measure preserves Levy property. Then we give a general formula for optimal strategy in ...
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...
On Bahadur Efficiency of Power Divergence Statistics
Bahadur efficiency consistency power divergence Renyi divergence
2010/3/10
It is proved that the information divergence statistic
is infinitely more Bahadur efficient than the power divergence
statistics of the orders > 1 as long as the sequence of
alternatives is conti...
The Effects of Excise Tax on Cigarette Consumption: A Divergence in the Behavior of Youth and Adults
Excise Tax Cigarette Consumption the Behavior of Youth and Adults
2009/11/30
There has been a lot of research done to better understand the effects
of taxation on cigarette consumption. Since cigarettes are addictive, it could be
expected that taxation would have little or...
Republicanism and the Politics of Citizenship in Germany and France: Convergence or Divergence?
Republicanism the Politics of Citizenship Germany and France Convergence Divergence
2009/9/29
In this article it is argued that the models of German citizenship are quite dynamic and evolving. The German tradition today is more in line with the French and U.S. republican model of jus soli citi...
Time-inhomogeneous diffusions corresponding to symmetric divergence form operators
Time-inhomogeneous diffusions symmetric divergence form operators
2009/9/21
We consider a time-inhomogeneous Markov family
(X, P,3 corresponding to a symmetric uniformly elliptic divergence
form operator. We show that for any rp in the Sobolev space W: n Wi
with p = 2 if d...
基于随机游走模型和KL-divergence的聚类算法
聚类 随机游走 KL散度
2009/7/30
聚类分析在数据挖掘领域有着广泛的应用，该文提出一个聚类新思路，它不需要任何参数的假设，只基于数据两两之间的相似性。该方法假设数据点之间存在随机游走关系，根据数据相似性构造随机游走过程的转移矩阵，当随机游走过程进入收敛期后，t阶转移矩阵揭示了数据点的分布。用迭代方法寻找最小的KL-divergence来对这些分布聚类。该方法具有严谨的概率理论基础，避免了传统算法需要参数假设、限于局部最优等不足。实验...
On Homogenization of Non-Divergence Form Partial Difference Equations
pde with random coecients homogenization
2009/4/24
In this paper a method for proving homogenization of divergence form elliptic equations is extended to the non-divergence case. A new proof of homogenization is given when the coefficients in the equa...