Printable PDF
Department of Mathematics,
University of California San Diego

****************************

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

****************************