Martingale methods for sequential estimation of convex functionals and divergences (Q6574763)

From MaRDI portal





scientific article; zbMATH DE number 7883263
Language Label Description Also known as
default for all languages
No label defined
    English
    Martingale methods for sequential estimation of convex functionals and divergences
    scientific article; zbMATH DE number 7883263

      Statements

      Martingale methods for sequential estimation of convex functionals and divergences (English)
      0 references
      0 references
      0 references
      18 July 2024
      0 references
      sequential estimation of convex divergences between distributions
      0 references
      integral probability metrics
      0 references
      kernel maximum mean discrepancy
      0 references
      \(\varphi\)-divergences
      0 references
      Kullback-Leibler divergence
      0 references
      optimal transport costs
      0 references
      powers of Wasserstein distances
      0 references

      Identifiers