A closed-form expression for the Sharma-Mittal entropy of exponential families

作者:Nielsen Frank*; Nock Richard
来源:Journal of Physics A-Mathematical and Theoretical, 2012, 45(3): 032003.
DOI:10.1088/1751-8113/45/3/032003

摘要

The Sharma-Mittal entropies generalize the celebrated Shannon, Renyi and Tsallis entropies. We report a closed-form formula for the Sharma-Mittal entropies and relative entropies for arbitrary exponential family distributions. We explicitly instantiate the formula for the case of the multivariate Gaussian distributions and discuss its estimation.

  • 出版日期2012-1-27