Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

Bergman distances in exponential families

Typ:

Conference paper

Authors:

Stummer W., Vajda I.

Proceedings name:

Abstracts of Contributions to 5th International Workshop on Data-Algorthms-Decision Making

Publisher:

UTIA, AV ČR, v.v.i

Serie:

Praha

Year:

2009

Contact:

Ing. Igor Vajda, DrSc. (ÚTIA - Oddělení stochastické informatiky)

Keywords:

Bregman distances, Divergences, Exponential families

Anotation:

General Bregman distances of probability mesures are introduced and their relations to the divergences of probability measures are established. Explicit formulas for exponentially distributed data and random processes are demonstrated.