Gerrit Bauch

Extreme points of sets of probability measures and {\phi}-divergences

In this work, we prove several equivalent characterizations of the extreme points of convex sets of probability measures of the form $\mathcal{M}=\mathcal{P} \cap H$, where $\mathcal{P}$ denotes the set of all probability measures on an arbitrary measurable space $(\Omega,\mathcal{F})$ and $H$ is an affine set of signe...