On the Jensen-Shannon divergence and the variation distance for categorical probability distributions

DOI10.14736/kyb-2021-6-0879MaRDI QIDQ5033237

Timo Koski, Jukka Corander, Ulpu Remes

Publication date: 22 February 2022

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2021-6-0879

zbMATH Keywords

likelihood-free inference; blended divergences; Chan-Darwiche metric; implicit maximum likelihood; reverse Pinsker inequality; simulator-based inference

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics