Classification into Kullback-Leibler balls in exponential families

DOI10.1016/j.jmva.2016.05.007zbMath1347.62112OpenAlexW2397266079MaRDI QIDQ739585

Alexander Katzur, Udo Kamps

Publication date: 18 August 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.007

zbMATH Keywords

classificationexponential familiesKullback-Leibler divergenceconvex dualitysequential order statisticsBregman divergencemultivariate normal distributionminimal enclosing balls(generalized) Chernoff information(lower dimensional) Kullback-Leibler ballsBregman ballsfunctions of Legendre typeItakura-Saito ballsItakura-Saito divergence

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Classification using sequential order statistics

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