Martingale methods for sequential estimation of convex functionals and divergences (Q6574763)
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scientific article; zbMATH DE number 7883263
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| 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)
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18 July 2024
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sequential estimation of convex divergences between distributions
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integral probability metrics
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kernel maximum mean discrepancy
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\(\varphi\)-divergences
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Kullback-Leibler divergence
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optimal transport costs
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powers of Wasserstein distances
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