scholarly journals On the Jensen–Shannon Symmetrization of Distances Relying on Abstract Means

Entropy ◽  
2019 ◽  
Vol 21 (5) ◽  
pp. 485 ◽  
Author(s):  
Frank Nielsen
Keyword(s):  
Closed Form ◽  
Exponential Family ◽  
Geometric Mean ◽  
Mixture Distribution ◽  
Exponential Families ◽  
Leibler Divergence ◽  
Probability Densities ◽  
The Mean ◽  
Jensen Shannon Divergence ◽  
Closed Form Formula

The Jensen–Shannon divergence is a renowned bounded symmetrization of the unbounded Kullback–Leibler divergence which measures the total Kullback–Leibler divergence to the average mixture distribution. However, the Jensen–Shannon divergence between Gaussian distributions is not available in closed form. To bypass this problem, we present a generalization of the Jensen–Shannon (JS) divergence using abstract means which yields closed-form expressions when the mean is chosen according to the parametric family of distributions. More generally, we define the JS-symmetrizations of any distance using parameter mixtures derived from abstract means. In particular, we first show that the geometric mean is well-suited for exponential families, and report two closed-form formula for (i) the geometric Jensen–Shannon divergence between probability densities of the same exponential family; and (ii) the geometric JS-symmetrization of the reverse Kullback–Leibler divergence between probability densities of the same exponential family. As a second illustrating example, we show that the harmonic mean is well-suited for the scale Cauchy distributions, and report a closed-form formula for the harmonic Jensen–Shannon divergence between scale Cauchy distributions. Applications to clustering with respect to these novel Jensen–Shannon divergences are touched upon.

scholarly journals On a Generalization of the Jensen–Shannon Divergence and the Jensen–Shannon Centroid

Entropy ◽  
2020 ◽  
Vol 22 (2) ◽  
pp. 221 ◽  
Author(s):  
Frank Nielsen
Keyword(s):  
Iterative Algorithm ◽  
Bregman Divergences ◽  
Leibler Divergence ◽  
Probability Densities ◽  
Jensen Shannon Divergence

The Jensen–Shannon divergence is a renown bounded symmetrization of the Kullback–Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the scalar α -Jensen–Bregman divergences and derive thereof the vector-skew α -Jensen–Shannon divergences. We prove that the vector-skew α -Jensen–Shannon divergences are f-divergences and study the properties of these novel divergences. Finally, we report an iterative algorithm to numerically compute the Jensen–Shannon-type centroids for a set of probability densities belonging to a mixture family: This includes the case of the Jensen–Shannon centroid of a set of categorical distributions or normalized histograms.

The Theoretical Relationship between Sample Size and Expected Predictive Precision for EQ-5D Valuation Studies: A Mathematical Exploration and Simulation Study

2020 ◽  
Vol 40 (3) ◽  
pp. 339-347 ◽  
Author(s):  
Kelvin K. W. Chan ◽  
Eleanor M. Pullenayegum
Keyword(s):  
Sample Size ◽  
Least Squares ◽  
Closed Form ◽  
Random Effects ◽  
Simulation Study ◽  
Ordinary Least Squares ◽  
Health States ◽  
Data Set ◽  
The Mean ◽  
Closed Form Formula

Background. Scoring algorithms of multi-attribute utility instruments (MAUI) are developed in valuation studies and are hence estimated subject to uncertainty. Valuation studies need to be designed to achieve reasonable accuracy. We aim to provide the first closed-form mathematical formula for the mean square error (MSE) of an additive MAUI as a function of sample size that acknowledges that the MAUI model for the mean utility is not a perfect fit. Methods. Based on the design of the EQ-5D valuation study, we derived our closed-form formula in terms of sample size and number of directly valued health states overall and per subject. We validated our formula by conducting a simulation study using the US EQ-5D-3L valuation data set and examined the effect of using a random-effects versus an ordinary least-squares model and the effect of heteroscedasticity. We explored the effect of sample size and number of valued health states. Results. The simulation study validated our MSE-based closed-form formula regardless of whether assuming a random-effects model versus an ordinary least squares model or heteroscedasticity versus homoscedasticity. As the sample size approaches infinity, the MSE does not approach zero but levels off asymptotically. The improvement based on increasing sample is more prominent when the sample is small. When the sample size is greater than 300 to 500, further increases do not meaningfully improve the MSE, while increasing the number of health states can further improve the MSE. Conclusion. We have derived a closed-form formula to calculate the MSE of an additive MAUI scoring algorithm based on sample size and number of health states, which will enable the developers of MAUI valuation studies to calculate the required sample size for their desired predictive precision.

scholarly journals Wishart laws and variance function on homogeneous cones

2019 ◽  
Vol 39 (2) ◽  
pp. 337-360
Author(s):  
Piotr Graczyk ◽  
Bartosz Kołodziejek ◽  
Hideyuki Ishi
Keyword(s):  
Systematic Study ◽  
Exponential Family ◽  
Variance Function ◽  
Exponential Families ◽  
Natural Exponential Families ◽  
Homogeneous Cones ◽  
Homogeneous Cone ◽  
The Mean

We present a systematic study of Riesz measures and their natural exponential families of Wishart laws on a homogeneous cone. We compute explicitly the inverse of the mean map and the variance function of a Wishart exponential family.

DMSA-scintigraphy in paediatrics: Is the evaluation of the geometric mean necessary for the calculation of the differential renal function?

2001 ◽  
Vol 40 (04) ◽  
pp. 107-110 ◽  
Author(s):  
B. Roßmüller ◽  
S. Alalp ◽  
S. Fischer ◽  
S. Dresel ◽  
K. Hahn ◽  
...  
Keyword(s):  
Renal Function ◽  
Geometric Mean ◽  
Region Of Interest ◽  
Posterior View ◽  
Renal Abnormality ◽  
Anterior View ◽  
Differential Renal Function ◽  
The Mean ◽  
The Right ◽  
To Receive

SummaryFor assessment of differential renal function (PF) by means of static renal scintigraphy with Tc-99m-dimer-captosuccinic acid (DMSA) the calculation of the geometric mean of counts from the anterior and posterior view is recommended. Aim of this retrospective study was to find out, if the anterior view is necessary to receive an accurate differential renal function by calculating the geometric mean compared to calculating PF using the counts of the posterior view only. Methods: 164 DMSA-scans of 151 children (86 f, 65 m) aged 16 d to 16 a (4.7 ± 3.9 a) were reviewed. The scans were performed using a dual head gamma camera (Picker Prism 2000 XP, low energy ultra high resolution collimator, matrix 256 x 256,300 kcts/view, Zoom: 1.6-2.0). Background corrected values from both kidneys anterior and posterior were obtained. Using region of interest technique PF was calculated using the counts of the dorsal view and compared with the calculated geometric mean [SQR(Ctsdors x Ctsventr]. Results: The differential function of the right kidney was significantly less when compared to the calculation of the geometric mean (p<0.01). The mean difference between the PFgeom and the PFdors was 1.5 ± 1.4%. A difference > 5% (5.0-9.5%) was obtained in only 6/164 scans (3.7%). Three of 6 patients presented with an underestimated PFdors due to dystopic kidneys on the left side in 2 patients and on the right side in one patient. The other 3 patients with a difference >5% did not show any renal abnormality. Conclusion: The calculation of the PF from the posterior view only will give an underestimated value of the right kidney compared to the calculation of the geometric mean. This effect is not relevant for the calculation of the differntial renal function in orthotopic kidneys, so that in these cases the anterior view is not necesssary. However, geometric mean calculation to obtain reliable values for differential renal function should be applied in cases with an obvious anatomical abnormality.

scholarly journals On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1568
Author(s):  
Shaul K. Bar-Lev
Keyword(s):  
Power Function ◽  
Exponential Family ◽  
Probability Distributions ◽  
Infinite Divisibility ◽  
Variance Function ◽  
Exponential Families ◽  
Natural Exponential Family ◽  
Natural Exponential Families ◽  
Convolution Properties ◽  
The Relationship

Let F=Fθ:θ∈Θ⊂R be a family of probability distributions indexed by a parameter θ and let X1,⋯,Xn be i.i.d. r.v.’s with L(X1)=Fθ∈F. Then, F is said to be reproducible if for all θ∈Θ and n∈N, there exists a sequence (αn)n≥1 and a mapping gn:Θ→Θ,θ⟼gn(θ) such that L(αn∑i=1nXi)=Fgn(θ)∈F. In this paper, we prove that a natural exponential family F is reproducible iff it possesses a variance function which is a power function of its mean. Such a result generalizes that of Bar-Lev and Enis (1986, The Annals of Statistics) who proved a similar but partial statement under the assumption that F is steep as and under rather restricted constraints on the forms of αn and gn(θ). We show that such restrictions are not required. In addition, we examine various aspects of reproducibility, both theoretically and practically, and discuss the relationship between reproducibility, convolution and infinite divisibility. We suggest new avenues for characterizing other classes of families of distributions with respect to their reproducibility and convolution properties .

scholarly journals ON THE REPRESENTATION OF THE NESTED LOGIT MODEL

2021 ◽  
pp. 1-11
Author(s):  
Alfred Galichon
Keyword(s):  
Closed Form ◽  
Logit Model ◽  
Random Variables ◽  
Nested Logit ◽  
Random Utility ◽  
Nested Logit Model ◽  
Utility Representation ◽  
Phd Thesis ◽  
Closed Form Formula

In this paper, we give a two-line proof of a long-standing conjecture of Ben-Akiva in his 1973 PhD thesis regarding the random utility representation of the nested logit model, thus providing a renewed and straightforward textbook treatment of that model. As an application, we provide a closed-form formula for the correlation between two Fréchet random variables coupled by a Gumbel copula.

scholarly journals KR20 and KR21 for Some Nondichotomous Data (It’s Not Just Cronbach’s Alpha)

2021 ◽  
pp. 001316442199253
Author(s):  
Robert C. Foster
Keyword(s):  
Exponential Family ◽  
Exponential Families ◽  
Natural Exponential Family ◽  
Cronbach’S Alpha ◽  
Natural Exponential Families ◽  
Cronbach's Alpha ◽  
Generalized Framework ◽  
The Common ◽  
Poisson Data ◽  
Poisson Count

This article presents some equivalent forms of the common Kuder–Richardson Formula 21 and 20 estimators for nondichotomous data belonging to certain other exponential families, such as Poisson count data, exponential data, or geometric counts of trials until failure. Using the generalized framework of Foster (2020), an equation for the reliability for a subset of the natural exponential family have quadratic variance function is derived for known population parameters, and both formulas are shown to be different plug-in estimators of this quantity. The equivalent Kuder–Richardson Formulas 20 and 21 are given for six different natural exponential families, and these match earlier derivations in the case of binomial and Poisson data. Simulations show performance exceeding that of Cronbach’s alpha in terms of root mean square error when the formula matching the correct exponential family is used, and a discussion of Jensen’s inequality suggests explanations for peculiarities of the bias and standard error of the simulations across the different exponential families.

scholarly journals A Bayesian solution to the Behrens–Fisher problem

2021 ◽  
Vol 115 (4) ◽  
Author(s):  
Fco. Javier Girón ◽  
Carmen del Castillo
Keyword(s):  
Closed Form ◽  
Hierarchical Model ◽  
Bayes Factor ◽  
Bayes Factors ◽  
Simple Solution ◽  
Asymptotic Approximations ◽  
Normal Distributions ◽  
Fisher Distribution ◽  
Leibler Divergence

AbstractA simple solution to the Behrens–Fisher problem based on Bayes factors is presented, and its relation with the Behrens–Fisher distribution is explored. The construction of the Bayes factor is based on a simple hierarchical model, and has a closed form based on the densities of general Behrens–Fisher distributions. Simple asymptotic approximations of the Bayes factor, which are functions of the Kullback–Leibler divergence between normal distributions, are given, and it is also proved to be consistent. Some examples and comparisons are also presented.

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