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3 - Relative Entropy

Published online by Cambridge University Press:  21 April 2021

Tom Leinster
Affiliation:
University of Edinburgh
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Summary

We give an introduction to the concept of relative entropy (also called Kullback-Leibler divergence). We interpret relative entropy in terms of both coding and diversity, and sketch some connections with other subjects: Riemannian geometry (where relative entropy is infinitesimally a squared distance), measure theory, and statistics. We prove that relative entropy is uniquely characterized by a short list of properties.

Type
Chapter
Information
Entropy and Diversity
The Axiomatic Approach
, pp. 62 - 90
Publisher: Cambridge University Press
Print publication year: 2021

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  • Relative Entropy
  • Tom Leinster, University of Edinburgh
  • Book: Entropy and Diversity
  • Online publication: 21 April 2021
  • Chapter DOI: https://doi.org/10.1017/9781108963558.005
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  • Relative Entropy
  • Tom Leinster, University of Edinburgh
  • Book: Entropy and Diversity
  • Online publication: 21 April 2021
  • Chapter DOI: https://doi.org/10.1017/9781108963558.005
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Relative Entropy
  • Tom Leinster, University of Edinburgh
  • Book: Entropy and Diversity
  • Online publication: 21 April 2021
  • Chapter DOI: https://doi.org/10.1017/9781108963558.005
Available formats
×