Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level

DOI10.1007/S10463-014-0501-XzbMATH Open1440.62033OpenAlexW2059046815MaRDI QIDQ263270FDOQ263270

Authors: Valérie Girardin, Philippe Regnault 

Publication date: 4 April 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0501-x

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zbMATH Keywords

estimationKullback-Leibler divergenceShannon entropylarge deviations principleescort distributionsinformation geometrytests

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Information theory (general) (94A15)

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• Tsallis distribution as a standard maximum entropy solution with `tail' constraint

Cited In (7)

• The conditional average entropies
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• Title not available (Why is that?)
• Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
• Different closed-form expressions for generalized entropy rates of Markov chains
• Minimization of the Kullback-Leibler divergence over a log-normal exponential arc
• Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades

Uses Software

• NIST Statistical Test Suite

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