Divergence measures for statistical data processing—An annotated bibliography

M Basseville - Signal Processing, 2013 - Elsevier
Divergence measures for statistical data processing—An annotated bibliography -
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Rényi divergence and Kullback-Leibler divergence

T Van Erven, P Harremos - IEEE Transactions on Information …, 2014 - ieeexplore.ieee.org
Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is
related to Shannon's entropy, and comes up in many settings. It was introduced by Rényi as …

[图书][B] Information theory: coding theorems for discrete memoryless systems

I Csiszár, J Körner - 2011 - books.google.com
Csiszár and Körner's book is widely regarded as a classic in the field of information theory,
providing deep insights and expert treatment of the key theoretical issues. It includes in …

[PDF][PDF] Lecture notes on information theory

Y Polyanskiy, Y Wu - Lecture Notes for ECE563 (UIUC) and, 2014 - Citeseer
“There is a whole book of readymade, long and convincing, lavishly composed telegrams for
all occasions. Sending such a telegram costs only twenty-five cents. You see, what gets …

On divergences and informations in statistics and information theory

F Liese, I Vajda - IEEE Transactions on Information Theory, 2006 - ieeexplore.ieee.org
The paper deals with the f-divergences of CsiszÁr generalizing the discrimination
information of Kullback, the total variation distance, the Hellinger divergence, and the …

On the empirical estimation of integral probability metrics

BK Sriperumbudur, K Fukumizu, A Gretton, B Schölkopf… - 2012 - projecteuclid.org
Given two probability measures, P and Q defined on a measurable space, S, the integral
probability metric (IPM) is defined as F (P, Q)=\sup\left {\left | S f\, d PS f\, d Q\right |\,:\, f ∈ …

[图书][B] Information theory and the central limit theorem

O Johnson - 2004 - books.google.com
This book provides a comprehensive description of a new method of proving the central limit
theorem, through the use of apparently unrelated results from information theory. It gives a …

-Divergence Inequalities

I Sason, S Verdú - IEEE Transactions on Information Theory, 2016 - ieeexplore.ieee.org
This paper develops systematic approaches to obtain f-divergence inequalities, dealing with
pairs of probability measures defined on arbitrary alphabets. Functional domination is one …

On integral probability metrics,\phi-divergences and binary classification

BK Sriperumbudur, K Fukumizu, A Gretton… - arXiv preprint arXiv …, 2009 - arxiv.org
A class of distance measures on probabilities--the integral probability metrics (IPMs)--is
addressed: these include the Wasserstein distance, Dudley metric, and Maximum Mean …

Properties of classical and quantum Jensen-Shannon divergence

J Briët, P Harremoës - Physical Review A—Atomic, Molecular, and Optical …, 2009 - APS
Jensen-Shannon divergence (JD) is a symmetrized and smoothed version of the most
important divergence measure of information theory, Kullback divergence. As opposed to …