Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
statistical divergence |
| gptkbp:definedIn |
probability distributions
|
| gptkbp:describes |
difference between probability distributions
|
| gptkbp:field |
gptkb:information_theory
statistics |
| gptkbp:form |
D_f(P||Q) = ∫ f(dP/dQ) dQ for continuous distributions
D_f(P||Q) = ∑_x q(x) f(p(x)/q(x)) for discrete distributions |
| gptkbp:generalizes |
gptkb:Hellinger_distance
gptkb:Kullback–Leibler_divergence gptkb:χ²-divergence total variation distance |
| https://www.w3.org/2000/01/rdf-schema#label |
Csiszár's f-divergence
|
| gptkbp:introducedIn |
1963
|
| gptkbp:namedAfter |
gptkb:Imre_Csiszár
|
| gptkbp:property |
non-negative
zero if and only if P = Q |
| gptkbp:requires |
convex function f
|
| gptkbp:usedIn |
gptkb:machine_learning
gptkb:information_geometry hypothesis testing |
| gptkbp:bfsParent |
gptkb:Imre_Csiszár
|
| gptkbp:bfsLayer |
6
|