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Results tagged with information-theory
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user 76833
A branch of mathematics/statistics used to determine the information carrying capacity of a channel, whether one that is used for communication or one that is defined in an abstract sense. Entropy is one of the measures by which information theorists can quantify the uncertainty involved in predicting a random variable.
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What is information-theoric about the Kullback-Leibler divergence?
Statistical references often present the Kullback-Leibler and $f$-divergences as being information-theoric in nature. Some examples:
The paper On Information and Sufficiency, by Kullback and Leibler …
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Kullback-Leibler divergence WITHOUT information theory
Here is a statistical interpretation of the Kullback-Leibler divergence, loosely taken from I.J. Good (Weight of evidence: A brief survey, Bayesian Statistics 2, 1985).
The weight of evidence.
Suppo …
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