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Parameterization of exponential family

Let $\{\mathbb{P}_{\theta}\}_{\theta}$ be an exponential family of probability measures, all with finite mean. Under what conditions is the parameterization map $\theta\mapsto \mathbb{P}_{\theta}$ ...
1 vote
1 answer
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Monotonicity, Convexity, and Smoothness of the KL-Divergence between Two Brownian Motions with Different Initializers

We consider the two distributions $$ p_t = p_0 * N(0, tI),\quad q_t = q_0 * N(0, t I), $$ where $*$ denotes the convolution between two densities, while $p_0$ and $q_0$ have the same mean and ...