Csiszár f-divergence

E841827

Csiszár f-divergence is a broad class of statistical distance measures between probability distributions defined via convex functions, encompassing many well-known divergences such as Kullback–Leibler and total variation as special cases.

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Csiszár f-divergence canonical 1

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Statements (50)

Predicate Object
instanceOf information theoretic quantity ⓘ
statistical distance measure ⓘ
statistical divergence ⓘ
alsoKnownAs Csiszár–Morimoto divergence NERFINISHED ⓘ
f-divergence NERFINISHED ⓘ
appliesTo continuous probability distributions ⓘ
discrete probability distributions ⓘ
probability measures on measurable spaces ⓘ
basedOn convex function on positive reals ⓘ
codomain nonnegative real numbers ⓘ
conditionOn f(1) = 0 ⓘ
definedBetween probability distributions ⓘ
domain pairs of probability measures ⓘ
equalsZeroIfAndOnlyIf two distributions are equal almost surely ⓘ
field information theory ⓘ
machine learning ⓘ
probability theory ⓘ
statistics ⓘ
generalizes Hellinger distance NERFINISHED ⓘ
Itakura–Saito divergence NERFINISHED ⓘ
Jensen–Shannon divergence NERFINISHED ⓘ
Kullback–Leibler divergence NERFINISHED ⓘ
Neyman chi-squared divergence ⓘ
Pearson chi-squared divergence NERFINISHED ⓘ
reverse Kullback–Leibler divergence ⓘ
total variation distance ⓘ
hasSpecialCase Hellinger distance via f(t) = ( √t - 1 )^2 ⓘ
Kullback–Leibler divergence via f(t) = t log t ⓘ
reverse Kullback–Leibler divergence via f(t) = -log t ⓘ
total variation distance via f(t) = 0.5|t-1| ⓘ
introducedBy Imre Csiszár NERFINISHED ⓘ
introducedInContextOf information measures of probability distributions ⓘ
namedAfter Imre Csiszár NERFINISHED ⓘ
nonNegative true ⓘ
property convex in each argument under suitable parametrization ⓘ
does not satisfy triangle inequality in general ⓘ
not symmetric in general ⓘ
relatedTo Bregman divergence ⓘ
f-information ⓘ
requires absolute continuity of one measure with respect to the other for integral form ⓘ
convex function ⓘ
satisfies data processing inequality ⓘ
usedFor density ratio estimation ⓘ
distributional robustness ⓘ
generative modeling ⓘ
goodness-of-fit testing ⓘ
hypothesis testing ⓘ
information geometry ⓘ
robust statistics ⓘ
variational inference ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Tsallis divergence → relatedTo → Csiszár f-divergence ⓘ