Generalized divergences from generalized entropies

Autores
Riveaud, Leonardo Esteban; Mateos, Diego Martín; Zozor, Steeve; Lamberti, Pedro Walter
Año de publicación
2018
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Several quantifiers of information, also known as entropies, have been introduced in different contexts and from different motivations. For almost each one of these entropies, a measure of the loss (or gain) of information has been introduced. In this work we introduce generalized weighted divergences associated with an arbitrary entropy. The resulting measures are closely related to Bregman divergences. We study the main formal properties of the resulting divergences, we extend them to weighted probability distributions and we apply some of them to the analysis of simulated and real time series.
Fil: Riveaud, Leonardo Esteban. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Mateos, Diego Martín. Universidad Autónoma de Entre Ríos. Facultad de Ciencia y Tecnología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Zozor, Steeve. Université Grenoble Alpes; Francia
Fil: Lamberti, Pedro Walter. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Materia
DIVERGENCES
INFORMATION THEORY
TIME SERIES
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/98149
Acceder
id CONICETDig_069986d1be8385e177b48b04eee8ca99
oai_identifier_str oai:ri.conicet.gov.ar:11336/98149
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Generalized divergences from generalized entropiesRiveaud, Leonardo EstebanMateos, Diego MartínZozor, SteeveLamberti, Pedro WalterDIVERGENCESINFORMATION THEORYTIME SERIEShttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1Several quantifiers of information, also known as entropies, have been introduced in different contexts and from different motivations. For almost each one of these entropies, a measure of the loss (or gain) of information has been introduced. In this work we introduce generalized weighted divergences associated with an arbitrary entropy. The resulting measures are closely related to Bregman divergences. We study the main formal properties of the resulting divergences, we extend them to weighted probability distributions and we apply some of them to the analysis of simulated and real time series.Fil: Riveaud, Leonardo Esteban. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Mateos, Diego Martín. Universidad Autónoma de Entre Ríos. Facultad de Ciencia y Tecnología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Zozor, Steeve. Université Grenoble Alpes; FranciaFil: Lamberti, Pedro Walter. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaElsevier Science2018-11info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/98149Riveaud, Leonardo Esteban; Mateos, Diego Martín; Zozor, Steeve; Lamberti, Pedro Walter; Generalized divergences from generalized entropies; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 510; 11-2018; 68-760378-4371CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0378437118308355info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2018.06.111info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-10T13:08:43Zoai:ri.conicet.gov.ar:11336/98149instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-10 13:08:43.603CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Generalized divergences from generalized entropies
title Generalized divergences from generalized entropies
spellingShingle Generalized divergences from generalized entropies
Riveaud, Leonardo Esteban
DIVERGENCES
INFORMATION THEORY
TIME SERIES
title_short Generalized divergences from generalized entropies
title_full Generalized divergences from generalized entropies
title_fullStr Generalized divergences from generalized entropies
title_full_unstemmed Generalized divergences from generalized entropies
title_sort Generalized divergences from generalized entropies
dc.creator.none.fl_str_mv Riveaud, Leonardo Esteban
Mateos, Diego Martín
Zozor, Steeve
Lamberti, Pedro Walter
author Riveaud, Leonardo Esteban
author_facet Riveaud, Leonardo Esteban
Mateos, Diego Martín
Zozor, Steeve
Lamberti, Pedro Walter
author_role author
author2 Mateos, Diego Martín
Zozor, Steeve
Lamberti, Pedro Walter
author2_role author
author
author
dc.subject.none.fl_str_mv DIVERGENCES
INFORMATION THEORY
TIME SERIES
topic DIVERGENCES
INFORMATION THEORY
TIME SERIES
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv Several quantifiers of information, also known as entropies, have been introduced in different contexts and from different motivations. For almost each one of these entropies, a measure of the loss (or gain) of information has been introduced. In this work we introduce generalized weighted divergences associated with an arbitrary entropy. The resulting measures are closely related to Bregman divergences. We study the main formal properties of the resulting divergences, we extend them to weighted probability distributions and we apply some of them to the analysis of simulated and real time series.
Fil: Riveaud, Leonardo Esteban. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Mateos, Diego Martín. Universidad Autónoma de Entre Ríos. Facultad de Ciencia y Tecnología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Zozor, Steeve. Université Grenoble Alpes; Francia
Fil: Lamberti, Pedro Walter. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description Several quantifiers of information, also known as entropies, have been introduced in different contexts and from different motivations. For almost each one of these entropies, a measure of the loss (or gain) of information has been introduced. In this work we introduce generalized weighted divergences associated with an arbitrary entropy. The resulting measures are closely related to Bregman divergences. We study the main formal properties of the resulting divergences, we extend them to weighted probability distributions and we apply some of them to the analysis of simulated and real time series.
publishDate 2018
dc.date.none.fl_str_mv 2018-11
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/98149
Riveaud, Leonardo Esteban; Mateos, Diego Martín; Zozor, Steeve; Lamberti, Pedro Walter; Generalized divergences from generalized entropies; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 510; 11-2018; 68-76
0378-4371
CONICET Digital
CONICET
url http://hdl.handle.net/11336/98149
identifier_str_mv Riveaud, Leonardo Esteban; Mateos, Diego Martín; Zozor, Steeve; Lamberti, Pedro Walter; Generalized divergences from generalized entropies; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 510; 11-2018; 68-76
0378-4371
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0378437118308355
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2018.06.111
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier Science
publisher.none.fl_str_mv Elsevier Science
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1842980418217836544
score 12.993085

Publicaciones similares