The minimization of K-L information for measurable function

MaRDI QIDQ3436669zbMATH OpenFDO

Authors Xiangying Yu, Hongling Meng, Kaiguang Zhang

Publication date 11 May 2007

zbMATH Keywords

gradientmeasure deviationprobability measure

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10)

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Cited in

(2)

• Minimization of the Kullback information of diffusion processes
• Minimization of the Kullback-Leibler divergence over a log-normal exponential arc

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