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F-divergence

In probability theory, an f {\displaystyle f} -divergence is a certain type of function D f ( P ‖ Q ) {\displaystyle D_{f}(P\|Q)} that measures the difference between two probability distributions P {\displaystyle P} and Q {\displaystyle Q} . Many common divergences, such as KL-divergence, Hellinger distance, and total variation distance, are special…

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Overview

History

Definition

Properties

Common examples of f-divergences

Relations to other statistical divergences

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Map overview Semantic statistics

F-divergence

Nodes43
Edges42
Triples44
Avg. degree1.95
Density0.046512
Components1

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F-divergence

Top relations

related to Basic properties of f-divergences · 21
F-divergence → Big, Bregman, Data-processing, For, If, In, Jeffreys, Jensen’s, Joint, KL-divergence, Kolmogorov, Lyapunov, Markov, Master, Non-negativity, Pκ, Qκ, Reversal, The, This
related to history · 9
F-divergence → Alfréd Rényi, Ali, Csiszár, He, Markov, Morimoto, Rényi, Silvey, These
related to Common examples of f-divergences · 5
F-divergence → For, Notably, That, The, This
related to Analytic properties · 4
F-divergence → Nielsen, Nock, Taylor, The
related to Bregman divergence · 3
F-divergence → Bregman, KL, The
related to Integral probability metrics · 1
F-divergence → The
related to Relations to other statistical divergences · 1
F-divergence → Here

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Important terminology

displaystyle frac infty probability alpha -divergence theorem sup -1 divergences x-1 1- function convex left right cases defined mathbb yields

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
F-divergencerelated to Analytic propertiesThe0.60section
F-divergencerelated to Analytic propertiesTaylor0.60section
F-divergencerelated to Analytic propertiesNielsen0.60section
F-divergencerelated to Analytic propertiesNock0.60section
F-divergencerelated to Basic properties of f-divergencesNon-negativity0.60section
F-divergencerelated to Basic properties of f-divergencesThis0.60section
F-divergencerelated to Basic properties of f-divergencesJensen’s0.60section
F-divergencerelated to Basic properties of f-divergencesData-processing0.60section
F-divergencerelated to Basic properties of f-divergencesPκ0.60section
F-divergencerelated to Basic properties of f-divergencesQκ0.60section
F-divergencerelated to Basic properties of f-divergencesThe0.60section
F-divergencerelated to Basic properties of f-divergencesJoint0.60section

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