The Kullback-Leibler Information Function for Infinite Measures
نویسندگان
چکیده
Victor Bakhtin 1,* and Edvard Sokal 2 1 Department of Mathematics, IT and Landscape Architecture, John Paul II Catholic University of Lublin, Konstantynuv Str. 1H, 20-708 Lublin, Poland 2 Department of Mechanics and Mathematics, Belarusian State University, Nezavisimosti Ave. 4, 220030 Minsk, Belarus; [email protected] * Correspondence: [email protected] or [email protected]; Tel.: +375-25-934-3780
منابع مشابه
Comparison of Kullback-Leibler, Hellinger and LINEX with Quadratic Loss Function in Bayesian Dynamic Linear Models: Forecasting of Real Price of Oil
In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...
متن کاملDynamic Bayesian Information Measures
This paper introduces measures of information for Bayesian analysis when the support of data distribution is truncated progressively. The focus is on the lifetime distributions where the support is truncated at the current age t>=0. Notions of uncertainty and information are presented and operationalized by Shannon entropy, Kullback-Leibler information, and mutual information. Dynamic updatings...
متن کاملInformation Measures via Copula Functions
In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...
متن کاملUsing Kullback-Leibler distance for performance evaluation of search designs
This paper considers the search problem, introduced by Srivastava cite{Sr}. This is a model discrimination problem. In the context of search linear models, discrimination ability of search designs has been studied by several researchers. Some criteria have been developed to measure this capability, however, they are restricted in a sense of being able to work for searching only one possibl...
متن کاملOptimal measures and Markov transition kernels ∗ Roman
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative entropy are defined using the Kullback-Leibler divergence, and for this reason optimal measures belong to a oneparameter exponential family. Measures within such...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Entropy
دوره 18 شماره
صفحات -
تاریخ انتشار 2016