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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Math 295 - Mathematics Colloquium
Herbert Heyer
University of Tuebingen
Information Functionals in Statistics
Abstract:
Around 1960, I. Csisz\'ar introduced the notion of divergence, which generalizes the previously known distances between probability measures, including the Kullback-Leibler relative entropy. An extended Kullback-Leibler inequality leads to characterizations of various versions of sufficiency which altogether can be rephrased in analytic terms within Le Cam's decision-theoretic approach to the comparison of statistical experiments.
Host: Pat Fitzsimmons
November 20, 2014
3:00 PM
AP&M 6402
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