A measure of relative entropy between individual sequences with application to universal classification
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چکیده
منابع مشابه
A measure of relative entropy between individual sequences with application to universal classification
A new notion of empirical informational divergence (relative entropy) between two individual sequences is introduced. If the two sequences are independent realizations of two finiteorder, finite alphabet, stationary Markov processes, the empirical relative entropy converges to the relative entropy almost surely. This new empirical divergence is based on a version of the Lempel-Ziv data compress...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1993
ISSN: 0018-9448
DOI: 10.1109/18.243444