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R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as…

Information Theory · Computer Science 2010-05-28 Tim van Erven , Peter Harremoës

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most…

Statistics Theory · Mathematics 2022-02-01 Yuhang Cai , Lek-Heng Lim

The Jensen-Shannon divergence is a renown bounded symmetrization of the unbounded Kullback-Leibler divergence which measures the total Kullback-Leibler divergence to the average mixture distribution. However the Jensen-Shannon divergence…

Information Theory · Computer Science 2022-09-21 Frank Nielsen

The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…

Information Theory · Computer Science 2022-03-25 Alexandre L. M. Levada

Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine…

Statistics Theory · Mathematics 2022-03-03 Michel Broniatowski , Wolfgang Stummer

$f$-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler…

Statistics Theory · Mathematics 2013-10-16 Adityanand Guntuboyina , Sujayam Saha , Geoffrey Schiebinger

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…

Statistics Theory · Mathematics 2019-10-22 Tomohiro Nishiyama

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of…

Information Theory · Computer Science 2014-12-23 Rami Atar , Neri Merhav

We explore a family of information measures that stems from R\'enyi's $\alpha$-Divergences with $\alpha<0$. In particular, we extend the definition of Sibson's $\alpha$-Mutual Information to negative values of $\alpha$ and show several…

Information Theory · Computer Science 2022-02-09 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…

Statistics Theory · Mathematics 2024-10-07 Lasse Leskelä

In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which includes the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. Instead of using the Parzen…

Methodology · Statistics 2017-04-18 Gane Samb Lo , Amadou Diadié Ba , Diam Ba

In this chapter we shall discuss the recent progresses of information theoretic tools in the context of free and confined harmonic oscillator. Confined quantum systems have provided appreciable interest in areas of physics, chemistry,…

Quantum Physics · Physics 2021-05-06 Neetik Mukherjee , Amlan K. Roy

In this paper we introduce the intuitive notion of trivergence of probability distributions (TPD). This notion allow us to calculate the similarity among triplets of objects. For this computation, we can use the well known measures of…

Information Theory · Computer Science 2015-06-23 Juan-Manuel Torres-Moreno

In the general theory of quantum measurement, one associates a positive semidefinite operator on a $d$-dimensional Hilbert space to each of the $n$ possible outcomes of an arbitrary measurement. In the special case of a projective…

Quantum Physics · Physics 2021-11-23 Yizhou Liu , John B. DeBrota

In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which include the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. We are interested in divergence…

Statistics Theory · Mathematics 2019-04-01 Ba Amadou Diadie , Gane Samb Lo

This paper is a strongly geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, are also used in many…

Methodology · Statistics 2014-01-13 Sueli I. R. Costa , Sandra A. Santos , João E. Strapasson

Four problems related to information divergence measures defined on finite alphabets are considered. In three of the cases we consider, we illustrate a contrast which arises between the binary-alphabet and larger-alphabet settings. This is…

Information Theory · Computer Science 2016-11-17 Jiantao Jiao , Thomas Courtade , Albert No , Kartik Venkat , Tsachy Weissman