Unbiased Estimating Equation on Inverse Divergence and Its Conditions

arXiv:2404.16519v1 Announce Type: cross
Abstract: This paper focuses on the Bregman divergence defined by the reciprocal function, called the inverse divergence. For the loss function defined by the monotonically increasing function $f$ and inverse divergence, the conditions for the statistical model and function $f$ under which the estimating equation is unbiased are clarified. Specifically, we characterize two types of statistical models, an inverse Gaussian type and a mixture of generalized inverse Gaussian type distributions, to show that the conditions for …

abstract arxiv cs.it cs.lg divergence equation function loss math.it math.st paper statistical stat.th type unbiased