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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.
3
votes
1
answer
749
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KL divergence(s) comparison,
Hi,
$P_1$, $P_2$, $P_3$ are probability distributions defined on the same support.
Knowing that $H(P_1) < H(P_2) < H(P_3)$, can we compare $D_{KL}(P_2,P_1)$ and $D_{KL}(P_3,P_1)$ ?
(H is the Shanno …
1
vote
1
answer
1k
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Correlation between two continuous-time stochastic processes
Consider two continous-time stochastic processes $\{A(t)\}_{t \ge 0}$ and $\{B(t)\}_{t \ge 0}$ with $A(t)=t$ and $B(t)=t$. Each process starts at $t=0$ and emits "ticks" at increasing time slots. For …
2
votes
1
answer
806
views
Set of distributions that minimize KL divergence,
Assuming that $p,q$ are probability distributions defined on the same support $\{x_i\}_{0 \leq i \leq n}$, $\epsilon$ a small real number, and $D_{KL}$ the Kullback-Leibler divergence,
is there a met …