On the Kullback-Leibler information divergence of locally stationary processes
نویسندگان
چکیده
منابع مشابه
Information Graphs for Epidemiological Applications of the Kullback-Leibler Divergence
Dear Editor, The topic addressed by this brief communication is the quantification of diagnostic information and, in particular, a method of illustrating graphically the quantification of diagnostic information for binary tests. To begin, consider the following outline procedure for development of such a test. An appropriate indicator variable that will serve as a proxy for the actual variable ...
متن کاملInformation graphs for epidemiological applications of the Kullback-Leibler divergence.
Dear Editor, The topic addressed by this brief communication is the quantification of diagnostic information and, in particular, a method of illustrating graphically the quantification of diagnostic information for binary tests. To begin, consider the following outline procedure for development of such a test. An appropriate indicator variable that will serve as a proxy for the actual variable ...
متن کاملInformation Graphs for Epidemiological Applications of the Kullback-Leibler Divergence
Dear Editor, The topic addressed by this brief communication is the quantification of diagnostic information and, in particular, a method of illustrating graphically the quantification of diagnostic information for binary tests. To begin, consider the following outline procedure for development of such a test. An appropriate indicator variable that will serve as a proxy for the actual variable ...
متن کاملInformation Graphs for Epidemiological Applications of the Kullback-Leibler Divergence
Dear Editor, The topic addressed by this brief communication is the quantification of diagnostic information and, in particular, a method of illustrating graphically the quantification of diagnostic information for binary tests. To begin, consider the following outline procedure for development of such a test. An appropriate indicator variable that will serve as a proxy for the actual variable ...
متن کاملNotes on Kullback-Leibler Divergence and Likelihood
The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding of the KL divergence arises from its intimate relationship with likelihood theory. We discuss how KL divergence arises from likelihood theory in an attempt t...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1996
ISSN: 0304-4149
DOI: 10.1016/0304-4149(95)00090-9