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Some Order Preserving Inequalities for Cross Entropy and Kullback–Leibler Divergence

Cross entropy and Kullback⁻Leibler (K-L) divergence are fundamental quantities of information theory, and they are widely used in many fields. Since cross entropy is the negated logarithm of likelihood, minimizing cross entropy is equivalent to maximizing likelihood, and thus, cross entropy is...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Mateu Sbert, Min Chen, Jordi Poch, Anton Bardera
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2018-12-01
Schriftenreihe:Entropy
Schlagworte:
cross entropy
Kullback–Leibler divergence
likelihood
Kolmogorov mean
generalized mean
weighted mean
stochastic dominance
stochastic order
Online-Zugang:https://www.mdpi.com/1099-4300/20/12/959
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