Integral Probability Metrics and Their Generating Classes of Functions

We consider probability metrics of the following type: for a class of functions and probability measures P, Q we define A unified study of such integral probability metrics is given. We characterize the maximal class of functions that generates such a metric. Further, we show how some interesting properties of these probability metrics arise directly from conditions on the generating class of functions. The results are illustrated by several examples, including the Kolmogorov metric, the Dudley metric and the stop-loss metric.

Real and AbstractAnalysisReal and Abstract AnalysisTopological VectorSpacesTopological Vector SpacesLectures on analysisLectures on analysisConvex FunctionsConvex FunctionsNormal Approximation andAsymptotic ExpansionsNormal Approximation and Asymptotic ExpansionsProbability MetricsProbability MetricsREAL ANALYSIS ANDPROBABILITYREAL ANALYSIS AND PROBABILITYReal Analysis andProbability.Real Analysis and Probability.Probability Metrics andthe Stability of…Probability Metrics and the Stability of Stochastic ModelsProbability Metrics andthe Stability of…Probability Metrics and the Stability of Stochastic ModelsNormal Approximation andAsymptotic ExpansionsNormal Approximation and Asymptotic ExpansionsTopological VectorSpacesTopological Vector SpacesLipschitz Continuity ofValue Functions in…Lipschitz Continuity of Value Functions in Markovian Decision ProcessesInjective Hilbert SpaceEmbeddings of…Injective Hilbert Space Embeddings of Probability MeasuresEquivalence ofdistance-based and…Equivalence of distance-based and RKHS-based statistics in hypothesis testingStabilizing Training ofGenerative Adversarial…Stabilizing Training of Generative Adversarial Networks through RegularizationFisher GANFisher GANOn theDiscrimination-Generali…On the Discrimination-Generalization Tradeoff in GANsImplicit QuantileNetworks for…Implicit Quantile Networks for Distributional Reinforcement LearningApproximability ofDiscriminators Implies…Approximability of Discriminators Implies Diversity in GANsDeepMDP: LearningContinuous Latent Space…DeepMDP: Learning Continuous Latent Space Models for Representation LearningHigh-DimensionalStatistics: A…High-Dimensional Statistics: A Non-Asymptotic ViewpointGenerative AdversarialNetworks (GANs)…Generative Adversarial Networks (GANs): Challenges, Solutions, and Future DirectionsStatistical Guaranteesof Generative…Statistical Guarantees of Generative Adversarial Networks for Distribution EstimationIntegral ProbabilityMetrics and Their…Integral Probability Metrics and Their Generating Classes of Functions過去の参考文献中心の論文この論文を引用する論文古い新しい

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