(f,)-divergences: interpolating between f-divergences and integral probability metrics
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Publication:5054641
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- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
- Another Proof that Convex Functions are Locally Lipschitz
- Approximation by superpositions of a sigmoidal function
- Calculation of the Wasserstein Distance Between Probability Distributions on the Line
- Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems
- Convex Analysis
- Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
- Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions
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- Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
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- How Biased Is Your Model? Concentration Inequalities, Information and Model Bias
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- On Divergences and Informations in Statistics and Information Theory
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- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
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- Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
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Cited in
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