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Results tagged with it.information-theory
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user 20262
Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.
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Error exponent in hypothesis testing
In hypothesis testing, one must decide between two probability distributions $P_1(x)$ and $P_2(x)$ on a finite set $X$, after observing $n$ i.i.d. samples $x_1,...,x_n$ drawn from the unknown distrib …
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On error probability bounds in Bayesian hypothesis testing
In the Bayesian version of (binary) hypothesis testing one has to decide which of two hypotheses $A$ and $B$ holds true. The two hypotheses are given prior probability $p(A)$ and $p(B)$, summing up to …
- 153
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Lower semicontinuity of Kullback-Leibler divergence
The Kullback-Leibler Divergence (KLD) of two PMF's $P(x)$ and $Q(x)$ is $D(P||Q)=\sum_x P(x)\log(P(x)/Q(x))$, with the provisos that $0\cdot \log (0/p)=0$ and $p\cdot \log (p/0)=+\infty$ whenever $p>0 …
- 153