Optimal transport and Rényi informational divergence
نویسندگان
چکیده
منابع مشابه
Optimal transport and Rényi informational divergence
Transport-entropy inequalities are considered in terms of Rényi informational divergence.
متن کاملRényi divergence and majorization
Rényi divergence is related to Rényi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon’s entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as information divergence. We review the most important properties of Rényi divergence, including it...
متن کاملRényi Divergence and Kullback-Leibler Divergence
Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon’s entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its order. In particular, the Rényi divergence of order 1 equals the Kullback-Leibl...
متن کاملRényi Divergence Variational Inference
This paper introduces the variational Rényi bound (VR) that extends traditional variational inference to Rényi’s α-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth interpolation from the evidence lower-bound to the log (marginal) likelihood that is controlled by the value of α that parametrises the divergence. The reparameterizati...
متن کاملVariational Inference with Rényi Divergence
This paper introduces the variational Rényi bound (VR) that extends traditional variational inference to Rényi’s α-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth interpolation from the evidence lower-bound to the log (marginal) likelihood that is controlled by the value of α that parametrises the divergence. The reparameterizati...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2015
ISSN: 1083-589X
DOI: 10.1214/ecp.v20-3431