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ISSN 1099-4300 · DOI 10.3390/e23111529

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stat.ML 1

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2022 1

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Change of measure through the Legendre transform

stat.ML · 2022-02-11 · unverdicted · novelty 6.0

Derives f-divergence change-of-measure inequalities via Legendre transform to extend PAC-Bayes bounds beyond the classical Donsker-Varadhan setting.

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  • Change of measure through the Legendre transform stat.ML · 2022-02-11 · unverdicted · none · ref 7

    Derives f-divergence change-of-measure inequalities via Legendre transform to extend PAC-Bayes bounds beyond the classical Donsker-Varadhan setting.