Information Geometry for Radar Target Detection with Total Jensen–Bregman Divergence [PDF]
This paper proposes a radar target detection algorithm based on information geometry. In particular, the correlation of sample data is modeled as a Hermitian positive-definite (HPD) matrix. Moreover, a class of total Jensen–Bregman divergences, including
Xiaoqiang Hua +2 more
exaly +4 more sources
Information Geometry for Covariance Estimation in Heterogeneous Clutter with Total Bregman Divergence [PDF]
This paper presents a covariance matrix estimation method based on information geometry in a heterogeneous clutter. In particular, the problem of covariance estimation is reformulated as the computation of geometric median for covariance matrices ...
Xiaoqiang Hua +2 more
exaly +4 more sources
Upper and lower bounds for the Bregman divergence [PDF]
In this paper we study upper and lower bounds on the Bregman divergence ΔFξ(y,x):=F(y)−F(x)−〈ξ,y−x〉 $\Delta_{\mathcal {F}}^{\xi }(y,x):=\mathcal {F}(y)-\mathcal {F}(x)- \langle \xi , y-x \rangle$ for some convex functional F $\mathcal {F}$ on a normed ...
Benjamin Sprung
doaj +8 more sources
Wireless Sensor Network Localization via Matrix Completion Based on Bregman Divergence [PDF]
One of the main challenges faced by wireless sensor network (WSN) localization is the positioning accuracy of the WSN node. The existing algorithms are arduous to use for dealing with the pulse noise that is universal and ineluctable in practical ...
Chunsheng Liu, Hong Shan
exaly +4 more sources
Equivalence of Informations Characterizes Bregman Divergences [PDF]
Bregman divergences form a class of distance-like comparison functions which plays fundamental roles in optimization, statistics, and information theory.
Philip S. Chodrow
doaj +5 more sources
Beta-Divergence as a Subclass of Bregman Divergence [PDF]
In this paper, we present a complete proof that the β-divergence is a particular case of Bregman divergence. This little-known result makes it possible to straightforwardly apply theorems about Bregman divergences to β-divergences. This is of interest for numerous applications since these divergences are widely used, for instance in non-negative matrix
Romain Hennequin +2 more
exaly +2 more sources
Tight Bounds Between the Jensen–Shannon Divergence and the Minmax Divergence [PDF]
Motivated by questions arising at the intersection of information theory and geometry, we compare two dissimilarity measures between finite categorical distributions.
Arseniy Akopyan +3 more
doaj +2 more sources
Symplectic Bregman Divergences. [PDF]
We present a generalization of Bregman divergences in finite-dimensional symplectic vector spaces that we term symplectic Bregman divergences. Symplectic Bregman divergences are derived from a symplectic generalization of the Fenchel–Young inequality which relies on the notion of symplectic subdifferentials.
Nielsen F.
europepmc +5 more sources
Multivariate Time Series Change-Point Detection with a Novel Pearson-like Scaled Bregman Divergence [PDF]
Change-point detection is a challenging problem that has a number of applications across various real-world domains. The primary objective of CPD is to identify specific time points where the underlying system undergoes transitions between different ...
Tong Si +5 more
doaj +2 more sources
Statistical Divergences between Densities of Truncated Exponential Families with Nested Supports: Duo Bregman and Duo Jensen Divergences [PDF]
By calculating the Kullback–Leibler divergence between two probability measures belonging to different exponential families dominated by the same measure, we obtain a formula that generalizes the ordinary Fenchel–Young divergence.
Frank Nielsen
doaj +2 more sources

