Bregman divergence as relative operator entropy

ثبت نشده
چکیده

vet C ˜e — ™onvex set in — f—n—™h sp—™e —nd r ˜e — ril˜ert sp—™eF por —n oper—torE v—lued smooth fun™tion—l © X C 3 B@rAD we dene the Bregman divergence of x; y P C —s D © @x; yA Xa ©@xA ©@yA lim t3CH t I ©@y C t@x yAA ©@yA : ‚e™—ll th—t origin—lly vev fregm—n introdu™ed this ™on™ept for re—lEv—lued ™onvex fun™E tions © ‘P“F yn the selfE—djoint oper—torsD there is — st—nd—rd p—rti—l orderingD A BD if h; Ai h; Bi for —ny ve™tor in the ril˜ert sp—™eF ren™e the ™onvexity of © X C 3 B@rA m—kes sense —nd D © @x; yA ! H rem—ins trueF ‡e —re ˜—si™—lly interested in the ™—se when C is the set of positive semidenite m—tri™es of tr—™e I —nd ©@xA a @xAD where @tA a t log t is — ™ommon fun™tion dened on R C —nd @xA is dened ˜y the fun™tion—l ™—l™ulusF roweverD we —lso ™onsider ©@xA a f @xA for — gener—l smooth fun™tion f F ‚emem˜er th—t positive semidenite m—tri™es of tr—™e I —re known —s density m—triE ™es —nd pl—y ™entr—l role in qu—ntum inform—tion theory ‘TD U“F gon™erning …meg—ki9s qu—ntum rel—tive entropy gh—pF I of ‘U“ is our m—in referen™eF 1

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entrop...

متن کامل

Re-examination of Bregman functions and new properties of their divergences

The Bregman divergence (Bregman distance, Bregman measure of distance) is a certain useful substitute for a distance, obtained from a well-chosen function (the “Bregman function”). Bregman functions and divergences have been extensively investigated during the last decades and have found applications in optimization, operations research, information theory, nonlinear analysis, machine learning ...

متن کامل

Some properties of the parametric relative operator entropy

The notion of entropy was introduced by Clausius in 1850, and some of the main steps towards the consolidation of the concept were taken by Boltzmann and Gibbs. Since then several extensions and reformulations have been developed in various disciplines with motivations and applications in different subjects, such as statistical mechanics, information theory, and dynamical systems. Fujii and Kam...

متن کامل

Robustness of the second law of thermodynamics under generalizations of the maximum entropy method

It is shown that the laws of thermodynamics are extremely robust under generalizations of the form of entropy. Using the Bregman-type relative entropy, the Clausius inequality is proved to be always valid. This implies that thermodynamics is highly universal and does not rule out consistent generalization of the maximum entropy method.

متن کامل

Convex Foundations for Generalized MaxEnt Models

We present an approach to maximum entropy models that highlights the convex geometry and duality of GEFs and their connection to Bregman divergences. Using our framework, we are able to resolve a puzzling aspect of the bijection of [1] between classical exponential families and what they call regular Bregman divergences. Their regularity condition rules out all but Bregman divergences generated...

متن کامل

Worst-Case and Smoothed Analysis of k-Means Clustering with Bregman Divergences

The k-means algorithm is the method of choice for clustering large-scale data sets and it performs exceedingly well in practice. Most of the theoretical work is restricted to the case that squared Euclidean distances are used as similarity measure. In many applications, however, data is to be clustered with respect to other measures like, e.g., relative entropy, which is commonly used to cluste...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006