Concepttilted distribution
Tilted Distribution
A tilted distribution is a distribution in the exponential family obtained by adjusting the natural parameters, of the form p_θ(x) ∝ p(x)e^{θ^T T(x)}, used to generalize divergence decompositions to arbitrary tilts.
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Nov 2
The authors introduce a one-parameter family of martingale identities that generalizes the divergence decomposition to arbitrary tilts between two instances.
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