most citedFormulation and properties of a divergence used to compare probability measures without absolute continuity and its application to uncertainty quantification

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math.PR2020★ 1 cited

Formulation and properties of a divergence used to compare probability measures without absolute continuity and its application to uncertainty quantification

Yixiang Mao

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish p…