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Conditional Rényi Divergences and Horse Betting
Motivated by a horse betting problem, a new conditional Rényi divergence is introduced. It is compared with the conditional Rényi divergences that appear in the definitions of the dependence measures by Csiszár and Sibson, and the properties of all three are studied with emphasis on their behavior u...
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| Publicado no: | Entropy (Basel) |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7516775/ https://ncbi.nlm.nih.gov/pubmed/33286090 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22030316 |
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