Entropy and divergence associated with power function and the statistical application (Q653348): Difference between revisions
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Revision as of 01:54, 5 March 2024
scientific article
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English | Entropy and divergence associated with power function and the statistical application |
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Entropy and divergence associated with power function and the statistical application (English)
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9 January 2012
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Summary: In statistical physics, Boltzmann-Shannon entropy provides good understanding for the equilibrium states of a number of phenomena. In statistics, the entropy corresponds to the maximum likelihood method, in which Kullback-Leibler divergence connects Boltzmann-Shannon entropy and the expected log-likelihood function. The maximum likelihood estimation has been supported for the optimal performance, which is known to be easily broken down in the presence of a small degree of model uncertainty. To deal with this problem, a new statistical method, closely related to Tsallis entropy, is proposed and shown to be robust for outliers, and we discuss a local learning property associated with the method.
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Tsallis entropy
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projective power divergence
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robustness
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