Abstract We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability
distribution $\nu= e^{-f} $ on $\R^ n $. We prove a convergence guarantee in Kullback …

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 …

In this paper, we extend and overview wide families of Alpha-, Beta-and Gamma-
divergences and discuss their fundamental properties. In literature usually only one single …

Probabilistic 'distances'(also called divergences), which in some sense assess how
'close'two probability distributions are from one another, have been widely employed in …

The Rényi entropy is a generalization of the usual concept of entropy which depends on a
parameter q. In fact, Rényi entropy is closely related to free energy. Suppose we start with a …

Entropy is a measure of self information or uncertainty. Using different concepts of entropy,
we may get different risk measures by dual representation. In this paper, we introduce and …

In the article, we analyse the problem of the efficiency market hypothesis using entropy in
moments of transition from a normal economic situation to crises or slowdowns in European …

Rényi divergence is related to Rényi entropy much like information divergence (also called
Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes …

Rényi-type generalizations of entropy, relative entropy and mutual information have found
numerous applications throughout information theory and beyond. While there is consensus …

Abstract<? Pub Inc> The idea of'probabilistic distances'(also called divergences), which in
some sense assess how'close'two probability distributions are from one another, has been …