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Computing statistical divergences with sigma points

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Publication:2117925
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DOI10.1007/978-3-030-80209-7_72OpenAlexW3178558757MaRDI QIDQ2117925

Richard Nock, Frank Nielsen

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_72


zbMATH Keywords

exponential familyKullback-Leibler divergenceunscented transformdeformed exponential family\(q\)-divergence


Mathematics Subject Classification ID

Statistics (62-XX)




Cites Work

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  • Computational Optimal Transport: With Applications to Data Science
  • Geometry of \(q\)-exponential family of probability distributions
  • Information geometry and its applications
  • The singly truncated normal distribution: A non-steep exponential family
  • Projection theorems and estimating equations for power-law models
  • Monte Carlo and quasi-Monte Carlo sampling
  • Information and Exponential Families
  • A new method for the nonlinear transformation of means and covariances in filters and estimators
  • NOTES ON GEOMETRY OF q-NORMAL DISTRIBUTIONS
  • The solution of the problem of integration in finite terms
  • On Information and Sufficiency
  • Relative loss bounds for on-line density estimation with the exponential family of distributions


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