A Categorical Characterization of Relative Entropy on Standard Borel Spaces
| Autor: | Nicolas Gagné, Prakash Panangaden |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
FOS: Computer and information sciences
Pure mathematics Functor Kullback–Leibler divergence General Computer Science Information Theory (cs.IT) Computer Science - Information Theory 010102 general mathematics 0102 computer and information sciences Characterization (mathematics) 01 natural sciences Convexity Theoretical Computer Science 010201 computation theory & mathematics Mathematics::Category Theory Statistical inference Probability distribution Uniqueness 0101 mathematics Categorical variable Mathematics |
| Zdroj: | MFPS |
| ISSN: | 1571-0661 |
| DOI: | 10.1016/j.entcs.2018.03.020 |
| Popis: | We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere's category and we show convexity, lower semicontinuity and uniqueness. 16 pages |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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