2 citations · 5 across the 20 of their papers we have counts for
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cs.LG2018
Geometry and clustering with metrics derived from separable Bregman divergences
Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
Separable Bregman divergences induce Riemannian metric spaces that are isometric to the Euclidean space after monotone embeddings. We investigate fixed rate quantization and its co…
math.ST2018
Prediction in Riemannian metrics derived from divergence functions
Henryk Gzyl
Divergence functions are interesting discrepancy measures. Even though they are not true distances, we can use them to measure how separated two points are. Curiously enough, when…
q-fin.PM2018
Which portfolio is better? A discussion of several possible comparison criteria
Henryk Gzyl, Alfredo Rios
During the last few years, there has been an interest in comparing simple or heuristic procedures for portfolio selection, such as the naive, equal weights, portfolio choice, again…