Entropy and divergence rates for Markov Chains: IiI. The cressie and read case and applications

Proceedings of the Romanian Academy Series A-Mathematics Physics Technical Sciences Information Science

Vlad Stefan BARBU¹ 

关键词: divergence measures;    information measures;    Markov chains;    entropy;    divergence rates;    Cressie and Read divergence.;   

DOI  :  

学科分类：计算机科学（综合）

来源: Editura Academiei Romane

【 摘 要 】

In this work we consider generalized Alpha and Beta divergence measure for Markovchains as introduced in [2], where the weighted versions have been investigated in [3]. In continuationto that work, we present generalized Cressie and Read power divergence class of measures, obtaintheir limiting behavior and numerically investigate some properties of all these generalizeddivergence measures and rates.

【 授权许可】

Unknown