Approximation of Information Divergences for Statistical Learning with Applications
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F18%3A43914095" target="_blank" >RIV/62156489:43110/18:43914095 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11320/18:10383747
Result on the web
<a href="https://doi.org/10.1515/ms-2017-0177" target="_blank" >https://doi.org/10.1515/ms-2017-0177</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1515/ms-2017-0177" target="_blank" >10.1515/ms-2017-0177</a>
Alternative languages
Result language
angličtina
Original language name
Approximation of Information Divergences for Statistical Learning with Applications
Original language description
In this paper we give a partial response to one of the most important statistical questions, namely, what optimal statistical decisions are and how they are related to (statistical) information theory. We exemplify the necessity of understanding the structure of information divergences and their approximations, which may in particular be understood through deconvolution. Deconvolution of information divergences is illustrated in the exponential family of distributions, leading to the optimal tests in the Bahadur sense. We provide a new approximation of I-divergences using the Fourier transformation, saddle point approximation, and uniform convergence of the Euler polygons. Uniform approximation of deconvoluted parts of I-divergences is also discussed. Our approach is illustrated on a real data example.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Mathematica Slovaca
ISSN
0139-9918
e-ISSN
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Volume of the periodical
68
Issue of the periodical within the volume
5
Country of publishing house
DE - GERMANY
Number of pages
24
Pages from-to
1149-1172
UT code for WoS article
000448428200020
EID of the result in the Scopus database
2-s2.0-85056142913