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On robustness of Spectral R\'{e}nyi divergence

math.ST · 2023-10-10 · unverdicted · novelty 5.0

Spectral α-Rényi divergences connect to γ-divergence and produce minimum-divergence estimators with stable optimization paths under frequency outliers, unlike Itakura-Saito.

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  • On robustness of Spectral R\'{e}nyi divergence math.ST · 2023-10-10 · unverdicted · none · ref 3

    Spectral α-Rényi divergences connect to γ-divergence and produce minimum-divergence estimators with stable optimization paths under frequency outliers, unlike Itakura-Saito.