Abstract
f-divergences of finite and a-finite measures are considered. A finite measure minimizing on a given set the f-divergence with a fixed σ-finite measure is called an f-projection of the a-finite measure on the given set. Applications of f-projections of this type in source coding, in particular speech coding, and in minimum distance estimation are considered. Existence and characterization theorems for f-projections are presented.
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© 1988 Academia, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Vajda, I. (1988). f-Projection of σ-Finite Measures and its Information-Theoretic and Statistical Applications. In: Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes. Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes, vol 10A-B. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9913-4_48
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DOI: https://doi.org/10.1007/978-94-010-9913-4_48
Publisher Name: Springer, Dordrecht
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