Current browse context:
cs.IT
Change to browse by:
References & Citations
Computer Science > Information Theory
Title: Unbiased Estimating Equation on Inverse Divergence and Its Conditions
(Submitted on 25 Apr 2024)
Abstract: This paper focuses on the Bregman divergence defined by the reciprocal function, called the inverse divergence. For the loss function defined by the monotonically increasing function $f$ and inverse divergence, the conditions for the statistical model and function $f$ under which the estimating equation is unbiased are clarified. Specifically, we characterize two types of statistical models, an inverse Gaussian type and a mixture of generalized inverse Gaussian type distributions, to show that the conditions for the function $f$ are different for each model. We also define Bregman divergence as a linear sum over the dimensions of the inverse divergence and extend the results to the multi-dimensional case.
Link back to: arXiv, form interface, contact.