Rényi divergence

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
divergence measure
gptkbp:appliesTo continuous probability distributions
discrete probability distributions
gptkbp:field gptkb:information_theory
gptkb:probability_theory
statistics
gptkbp:form D_α(P||Q) = (1/(α-1)) log(Σ P(x)^α Q(x)^{1-α})
gptkbp:generalizes gptkb:Kullback–Leibler_divergence
https://www.w3.org/2000/01/rdf-schema#label Rényi divergence
gptkbp:introducedIn 1961
gptkbp:isNonNegative true
gptkbp:isZeroIff P = Q almost everywhere
gptkbp:namedAfter gptkb:Alfréd_Rényi
gptkbp:parameter order α (alpha)
gptkbp:reduces Kullback–Leibler divergence when α→1
max-divergence when α→0
min-divergence when α→∞
gptkbp:relatedTo gptkb:Rényi_entropy
gptkb:Tsallis_entropy
gptkbp:usedFor measuring difference between probability distributions
gptkbp:bfsParent gptkb:Alfréd_Rényi
gptkbp:bfsLayer 6