Construct · 1 fields · 1 citations

f-divergence: a standalone construct

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Information theory

family of divergences between distributions defined by a convex function of the likelihood ratio, including Kullback-Leibler divergence and total variation.

In information theory, f-divergence refers to family of divergences between distributions defined by a convex function of the likelihood ratio, including Kullback-Leibler divergence and total variation. This meaning comes from Ali (1966) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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Nearby constructs

convexity4 fields · 4 citationsjingle · one word, four constructs (two share a mathematical root)divergence4 fields · 4 citationsjingle · one word, four constructs family3 fields · 3 citationsjingle · one word, three constructs

References

Ali, S. M., & Silvey, S. D. (1966). A General Class of Coefficients of Divergence of One Distribution from Another. Journal of the Royal Statistical Society Series B: Statistical Methodology, 28(1), 131-142. https://doi.org/10.1111/j.2517-6161.1966.tb00626.x

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