Year: 2025
Type: article
Abstract: In this paper, closed-form expressions for the variation of the expectation of a given function due to changes in the probability measure (probability distribution drifts) are presented. These expressions unveil interesting connections with Gibbs probability measures, information projections, Pythagorean identities for relative entropy, mutual information, and lautum information.
Source: Entropy
DOI: 10.3390/e27080865
Authors: Samir M. Perlaza, Gaetan Bisson
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $3,137
Awards: G1190173965, G1389156122, G1890888875, Testing and Evaluating Sophisticated information and communication Technologies for enaBling scalablE smart griD Deployment, Foundations of future communication networks, G2928114056, G3345895242, G3477743816, G3943586350, G4937468798, G8367957132, G8512683158, Planning And leaRning For AI-Edge compuTing (PARFAIT), G9644609
OpenAlex ID: W4413416565