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searching for Integral probability metric 1 found (6 total)

alternate case: integral probability metric

Stein discrepancy (4,573 words) [view diff] exact match in snippet view article find links to article

defined on X {\displaystyle {\mathcal {X}}} , is provided by an integral probability metric ( 1.1 ) d M ( P , Q ) := sup m ∈ M | E X ∼ P [ m ( X ) ] − E