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An Invariant Measure for Differential Entropy: From Kullback–Leibler Divergence to Scale-Invariant Information Theory

Shannon’s differential entropy for continuous variables suffers from a fundamental limitation: it is not invariant under scale transformations. This makes entropy values dependent on the choice of measurement units rather than reflecting intrinsic properties of distributions. While Jaynes proposed t...

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Principais autores: Félix Truong, Alexandre Giuliani
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2026-03-01
Serier:Entropy
Fag:
differential entropy
invariant measure
Kullback–Leibler divergence
limiting density of discrete points
k-nearest neighbor
mutual information
Online adgang:https://www.mdpi.com/1099-4300/28/3/301
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