Definition
Metric on the Space of Probability Measures
Given a seperating class $\mathcal{H}$ Seperating Class:
\[
d_\mathcal{H}(F,G) = \operatorname{sup}_{h \in \mathcal{H}} | \mathbb{E}(h(F)) - \mathbb{E}(h(G)) |
\]
Depends on
Dependency Graph
flowchart LR
classDef current fill:#6366f1,color:#fff,stroke:#4f46e5
n825b2bf9["Seperating Class"]
nf64c7c47["Metric on the Space of Probability Measures"]:::current
n52ca04cc["Stein's Lemma"]
nac623bd2["Stein's Lemma and Metrics via Stein's Eq"]
n046c3273["TV Metric"]
n7c251246["Kolmogorov Metric"]
n825b2bf9 --> nf64c7c47
nf64c7c47 --> n52ca04cc
nf64c7c47 --> nac623bd2
nf64c7c47 --> n046c3273
nf64c7c47 --> n7c251246
click n825b2bf9 "../objects/825b2bf9.html" "_self"
click n52ca04cc "../objects/52ca04cc.html" "_self"
click nac623bd2 "../objects/ac623bd2.html" "_self"
click n046c3273 "../objects/046c3273.html" "_self"
click n7c251246 "../objects/7c251246.html" "_self"