论文标题
用于比较无绝对连续性的概率度量及其应用于不确定性定量的概率度量的差异的配方和特性
Formulation and properties of a divergence used to compare probability measures without absolute continuity and its application to uncertainty quantification
论文作者
论文摘要
该论文发展了一种新的分歧，该差异概括了相对熵，可用于比较概率度量，而无需绝对连续性。我们建立了差异的特性，特别是在最佳运输成本和相对熵的量子上得出并利用表示形式。我们包括计算和差异近似的示例，及其在离散模型和高斯 - 马尔科夫模型中的不确定性定量中的应用。
This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and exploit a representation as an infimum convolution of optimal transport cost and relative entropy. We include examples of computation and approximation of the divergence, and its applications in uncertainty quantification in discrete models and Gauss-Markov models.
