Normalized information-based divergences

Normalized information-based divergences This paper is devoted to the mathematical study of some divergences based on mutual information which are well suited to categorical random vectors. These divergences are generalizations of the “entropy distance” and “information distance.” Their main characteristic is that they combine a complexity term and the mutual information. We then introduce the notion of (normalized) information-based divergence, propose several examples, and discuss their mathematical properties, in particular, in some prediction framework. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Normalized information-based divergences

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Publisher
Nauka/Interperiodica
Copyright
Copyright © 2007 by Pleiades Publishing, Inc.
Subject
Engineering; Communications Engineering, Networks; Electronic and Computer Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946007030015
Publisher site
See Article on Publisher Site

Abstract

This paper is devoted to the mathematical study of some divergences based on mutual information which are well suited to categorical random vectors. These divergences are generalizations of the “entropy distance” and “information distance.” Their main characteristic is that they combine a complexity term and the mutual information. We then introduce the notion of (normalized) information-based divergence, propose several examples, and discuss their mathematical properties, in particular, in some prediction framework.

Journal

Problems of Information TransmissionSpringer Journals

Published: Oct 26, 2007

References

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