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Formulation and properties of a divergence used to compare probability measures without absolute continuity - MaRDI portal

Formulation and properties of a divergence used to compare probability measures without absolute continuity (Q5024347)

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scientific article; zbMATH DE number 7466631
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Formulation and properties of a divergence used to compare probability measures without absolute continuity
scientific article; zbMATH DE number 7466631

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    Formulation and properties of a divergence used to compare probability measures without absolute continuity (English)
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    31 January 2022
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    relative entropy
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    optimal transport theory
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    convex duality
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    calculus of variation
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    information-theoretic divergence
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    risk-sensitive control
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