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Generalized log-likelihood functions and Bregman divergences

J. Math. Phys. 50, 113301 (2009); doi:10.1063/1.3257917

Published 10 November 2009

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Tatsuaki Wada
Department of Electrical and Electronic Engineering, Ibaraki University, Hitachi, Ibaraki 316-8511, Japan
Based on a two-parameter generalization of Gauss' law of error, a generalized log-likelihood is related to a Bregman divergence. This relation is a two-parameter generalization of the well-known relation between log-likelihood and Kullback–Leibler divergence. ©2009 American Institute of Physics
History: Received 4 December 2008; accepted 8 October 2009; published 10 November 2009
Permalink: http://link.aip.org/link/?JMAPAQ/50/113301/1
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KEYWORDS and PACS

Keywords
PACS
  • 02.50.Cw
    Probability theory
  • YEAR: 2009

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ISSN:
0022-2488 (print)   1089-7658 (online)
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