An Integral Representation of the Relative Entropy
نویسندگان
چکیده
منابع مشابه
An Integral Representation of the Relative Entropy
Recently the identity of de Bruijn type between the relative entropy and the relative Fisher information with the reference moving has been unveiled by Verdú via MMSE in estimation theory. In this paper, we shall give another proof of this identity in more direct way that the derivative is calculated by applying integrations by part with the heat equation. We shall also derive an integral repre...
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ژورنال
عنوان ژورنال: Entropy
سال: 2012
ISSN: 1099-4300
DOI: 10.3390/e14081469