Riemann manifold langevin and hamiltonian monte carlo methods

M Girolami, B Calderhead - … the Royal Statistical Society Series B …, 2011 - academic.oup.com
The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling
methods defined on the Riemann manifold to resolve the shortcomings of existing Monte …

Divergence measures for statistical data processing—An annotated bibliography

M Basseville - Signal Processing, 2013 - Elsevier
Divergence measures for statistical data processing—An annotated bibliography -
ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Search …

[图书][B] Information geometry

N Ay, J Jost, H Vân Lê, L Schwachhöfer - 2017 - Springer
Information geometry is the differential geometric treatment of statistical models. It thereby
provides the mathematical foundation of statistics. Information geometry therefore is of …

[图书][B] Information geometry and its applications

S Amari - 2016 - books.google.com
This is the first comprehensive book on information geometry, written by the founder of the
field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide …

Target detection within nonhomogeneous clutter via total Bregman divergence-based matrix information geometry detectors

X Hua, Y Ono, L Peng, Y Cheng… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
Information divergences are commonly used to measure the dissimilarity of two elements on
a statistical manifold. Differentiable manifolds endowed with different divergences may …

Families of alpha-beta-and gamma-divergences: Flexible and robust measures of similarities

A Cichocki, S Amari - Entropy, 2010 - mdpi.com
In this paper, we extend and overview wide families of Alpha-, Beta-and Gamma-
divergences and discuss their fundamental properties. In literature usually only one single …

An α–β-divergence-generalized recommender for highly accurate predictions of missing user preferences

M Shang, Y Yuan, X Luo… - IEEE transactions on …, 2021 - ieeexplore.ieee.org
To quantify user–item preferences, a recommender system (RS) commonly adopts a high-
dimensional and sparse (HiDS) matrix. Such a matrix can be represented by a non-negative …

[图书][B] Geometric modeling in probability and statistics

O Calin, C Udrişte - 2014 - Springer
Geometric Modeling in Probability and Statistics Page 1 Ovidiu Calin · Constantin Udrişte
Geometric Modeling in Probability and Statistics Page 2 Geometric Modeling in Probability and …

Generalized alpha-beta divergences and their application to robust nonnegative matrix factorization

A Cichocki, S Cruces, S Amari - Entropy, 2011 - mdpi.com
We propose a class of multiplicative algorithms for Nonnegative Matrix Factorization (NMF)
which are robust with respect to noise and outliers. To achieve this, we formulate a new …

[PDF][PDF] Composite binary losses

MD Reid, RC Williamson - The Journal of Machine Learning Research, 2010 - jmlr.org
We study losses for binary classification and class probability estimation and extend the
understanding of them from margin losses to general composite losses which are the …