Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145155 | Journal of Multivariate Analysis | 2016 | 16 Pages |
Abstract
A classification procedure for a two-class problem is introduced and analyzed, where the classes of probability density functions within a regular exponential family are represented by left-sided Kullback–Leibler balls of natural parameter vectors. If the class membership is known for a finite number of densities, only, classes are defined by constructing minimal enclosing left-sided Kullback–Leibler balls, which are seen to uniquely exist. A connection to Chernoff information between distributions is pointed out.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Alexander Katzur, Udo Kamps,