Generalization of the Kullback-Leibler divergence in the Tsallis statistics

作者：Huang, Juntao; Yong, Wen-An; Hong, Liu^*

来源：Journal of Mathematical Analysis and Applications, 2016, 436(1): 501-512.

DOI：10.1016/j.jmaa.2015.12.008

• Kullback-Leibler divergence
• Tsallis statistics
• Relative entropy

In this paper, we present a generalization of the Kullerback-Leibler (KL) divergence in form of the Tsallis statistics. In parallel with the classical KL divergence, several important properties of this new generalization, including the pseudo-additivity, positivity and monotonicity, are shown. Moreover, some strengthened estimates on the positivity of the new divergence and the information loss during transformations are obtained.

• 出版日期2016-4-1
• 单位清华大学