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Nonexistence of Rényi divergence projections without a first moment
Let satisfy , and let be a generic probability measure that does not admit a first moment, so that … Consider the Rényi divergence projection of on…
Nonexistence of Rényi divergence projections without a first moment
Let satisfy , and let be a generic probability measure that does not admit a first moment, so that … Consider the Rényi divergence projection of on…