On some entropy functionals derived from Rényi information divergence
From MaRDI portal
Publication:1031673
DOI10.1016/J.INS.2008.02.003zbMATH Open1172.94542arXiv0805.0129OpenAlexW1970605442MaRDI QIDQ1031673FDOQ1031673
Authors: J-F Bercher 
Publication date: 30 October 2009
Published in: Information Sciences (Search for Journal in Brave)
Abstract: We consider the maximum entropy problems associated with R'enyi -entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the generalized expectation as encountered in nonextensive statistics. The optimum maximum entropy probability distributions, which can exhibit a power-law behaviour, are derived and characterized. The R'enyi entropy of the optimum distributions can be viewed as a function of the constraint. This defines two families of entropy functionals in the space of possible expected values. General properties of these functionals, including nonnegativity, minimum, convexity, are documented. Their relationships as well as numerical aspects are also discussed. Finally, we work out some specific cases for the reference measure and recover in a limit case some well-known entropies.
Full work available at URL: https://arxiv.org/abs/0805.0129
Recommendations
Cites Work
- Title not available (Why is that?)
- Clustering with Bregman divergences.
- Rényi information, loglikelihood and an intrinsic distribution measure
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
- The world according to Rényi: Thermodynamics of multifractal systems
- Possible generalization of Boltzmann-Gibbs statistics.
- Information Theory and Statistical Mechanics
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some new information measures for fuzzy sets
- Formulas for Rényi information and related measures for univariate distributions.
- Comparison of maximum entropy and higher-order entropy estimators.
- Rényi information measure for a used item
- Entropic nonextensivity: A possible measure of complexity
- Generalized cutoff rates and Renyi's information measures
- Measuring time-frequency information content using the Renyi entropies
- Expressions for Rényi and Shannon entropies for bivariate distributions
- Renyi's entropy as an index of diversity in simple-stage cluster sampling
- Rényi continuous entropy of DNA sequences
- Maximum probability/entropy translating of contiguous categorical observations into frequencies
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- Image matching using alpha-entropy measures and entropic graphs
- Dual description of nonextensive ensembles
- Study of DNA binding sites using the Rényi parametric entropy measure
- Rényi statistics for testing hypotheses in mixed linear regression models
- Divergence statistics based on entropy functions and stratified sampling
- A generalized divergence measure for robust image registration
Cited In (20)
- Analyzing supersaturated designs with entropic measures
- Rényi relative entropy from homogeneous Kullback-Leibler divergence Lagrangian
- The Pólya information divergence
- Rényi entropy rate for Gaussian processes
- Some properties of Rényi entropy and Rényi entropy rate
- On uncertainty and information properties of ranked set samples
- Escort entropies and divergences and related canonical distribution
- ON THE PROBLEM OF CONSTRAINTS IN NONEXTENSIVE FORMALISM: A QUANTUM MECHANICAL TREATMENT
- Results on residual Rényi entropy of order statistics and record values
- Divergence statistics for testing uniform association in cross-classifications
- A Scale-Invariant Generalization of the Rényi Entropy, Associated Divergences and Their Optimizations Under Tsallis’ Nonextensive Framework
- Refined estimations for some types of entropies and divergences
- Some results concerning maximum Rényi entropy distributions
- A Variational Characterization of Rényi Divergences
- A Matlab program to calculate distribution with maximum Renyi entropy
- Title not available (Why is that?)
- Geometric characterization of Weyl's discrepancy norm in terms of its \(n\)-dimensional unit balls
- On Smooth Rényi Entropies: A Novel Information Measure, One-Shot Coding Theorems, and Asymptotic Expansions
- Renyi entropy properties of mixed systems
- On scale and concentration invariance in entropies.
This page was built for publication: On some entropy functionals derived from Rényi information divergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1031673)
