(f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics

Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet. (f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics. Journal of Machine Learning Research, 23, 2022. [doi]

Authors

Jeremiah Birrell

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Paul Dupuis

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Markos A. Katsoulakis

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Yannis Pantazis

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Luc Rey-Bellet

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