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Bregman divergence and density integration

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Abstract In this paper, a problem of integrating density functions is considered. First, the Bregman divergence in the space of positive finite measures is introduced, and properties of consistent subspaces an...d well-behaved parametric models associated with the Bregman divergence is investigated. Based on those results, a natural method for integration of estimates from the Bregman divergence is derived.show more

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Created Date 2009.10.23
Modified Date 2017.12.11

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