A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations (Q6197485)

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scientific article; zbMATH DE number 7820879
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A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations
scientific article; zbMATH DE number 7820879

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    A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations (English)
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    19 March 2024
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    \(f\)-divergences of Csiszar-Ali-Silvey-Morimoto type
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    power divergences
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    Kullback-Leibler information distance
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    relative entropy
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    Renyi divergences
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    Bhattacharyya distance
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    Jensen-Shannon divergence/distance
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    alpha-divergences
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    Shannon entropy
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    Renyi entropies
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    Bhattacharyya coefficient
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    Tsallis (cross) entropies
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    Cressie-Read measures
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    Hellinger distance
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    Euclidean norms
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    generalized maximum entropy method
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    importance sampling
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