Statistical Divergences between Densities of Truncated Exponential Families with Nested Supports: Duo Bregman and Duo Jensen Divergences.
Frank NielsenPublished in: Entropy (2022)
Keyphrases
- bregman divergences
- exponential family
- statistical models
- information theoretic
- probability density function
- density estimation
- maximum likelihood
- closed form
- graphical models
- log likelihood
- cost sensitive
- loss function
- maximum entropy
- kl divergence
- missing values
- squared euclidean distance
- statistical model
- mixture model
- mahalanobis distance
- statistical methods
- nearest neighbor
- hidden variables
- probability density
- probability distribution
- theoretical guarantees
- kullback leibler divergence
- order statistics
- mutual information
- parameter estimation
- statistical analysis
- variational methods
- nonnegative matrix factorization
- gaussian mixture model