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.

All labels observed (4)

Label Occurrences
Csiszár f-divergence canonical 2
f-divergence 2
Csiszár–Morimoto divergence 1

How this entity was disambiguated

Statements (50)

Predicate Object
instanceOf information theoretic quantity ⓘ
statistical distance measure ⓘ
statistical divergence ⓘ
alsoKnownAs Csiszár–Morimoto divergence ⓘ
f-divergence ⓘ
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 ⓘ
Itakura–Saito divergence ⓘ
Jensen–Shannon divergence ⓘ
Kullback–Leibler divergence ⓘ
Neyman chi-squared divergence ⓘ
Pearson chi-squared divergence ⓘ
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 ⓘ
introducedInContextOf information measures of probability distributions ⓘ
namedAfter Imre Csiszár ⓘ
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 ⓘ

How these facts were elicited

Referenced by (6)

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

Tsallis divergence → relatedTo → Csiszár f-divergence ⓘ
Imre Csiszár → notableWork → Csiszár f-divergence ⓘ
Imre Csiszár → notableConcept → f-divergence ⓘ
linked to: Csiszár f-divergence
Csiszár f-divergence → alsoKnownAs → f-divergence ⓘ
linked to: Csiszár f-divergence
Csiszár f-divergence → alsoKnownAs → Csiszár–Morimoto divergence ⓘ
linked to: Csiszár f-divergence
Csiszár f-divergence → generalizes → Pearson chi-squared divergence ⓘ
linked to: Csiszár f-divergence