Martingale methods for sequential estimation of convex functionals and divergences

DOI10.1109/TIT.2023.3250099zbMATH Open1542.62107MaRDI QIDQ6574763FDOQ6574763

Aaditya Ramdas, Tudor Manole

Publication date: 18 July 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler divergenceintegral probability metrics\(\varphi\)-divergenceskernel maximum mean discrepancyoptimal transport costspowers of Wasserstein distancessequential estimation of convex divergences between distributions

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Sequential estimation (62L12)

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