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Results tagged with convex-analysis
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user 475450
8
votes
1
answer
685
views
Is the square root of the Kullback-Leibler divergence a convex map?
$\newcommand{\KL}{\operatorname{KL}}$Let $X$ be a Polish metric space and $P(X)$ the space of probability measures on $X$. Given $\mu, \nu\in P(X)$, recall that
$$\KL(\mu\parallel\nu) = \begin{cases}\ …
- 345
2
votes
1
answer
115
views
Reference request for elementary convex geometry property
I need to use the following lemma for a proof. It is an elementary result, which I am sure is well known, just I am not familiar enough with the relative literature to find a direct reference. Is ther …
- 345