Regularized Divergences Between Covariance Operators and Gaussian Measures on Hilbert Spaces |
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Authors: | Minh Hà Quang |
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Institution: | 1.RIKEN Center for Advanced Intelligence Project, 1-4-1 Nihonbashi, Chuo-ku, Tokyo, 103-0027, Japan ; |
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Abstract: | Journal of Theoretical Probability - This work presents an infinite-dimensional generalization of the correspondence between the Kullback–Leibler and Rényi divergences between Gaussian... |
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