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

DOI10.1007/S10463-014-0501-XMaRDI QIDQ263270zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

escort distributionsestimationinformation geometryKullback-Leibler divergencelarge deviations principleShannon entropytests

Mathematics Subject Classification ID

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

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Cited in

(7)

• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• 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
• scientific article; zbMATH DE number 1966630 (Why is no real title available?)
• The conditional average entropies
• Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades

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Uses Software

• NIST Statistical Test Suite

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