On the use of I-divergence for generating distribution approximations

M A Maia1, M C Fairhurst

  • 1Electronics Laboratories, University of Kent at Canterbury, Kent CT2 7NT, England.

Summary

An upper bound for error probability, related to I-divergences between distributions, is proven. This bound is monotonic and reaches Bayes error when divergences vanish, offering insights into classification accuracy.

Related Concept Videos

Divergence and Stokes' Theorems01:06

Divergence and Stokes' Theorems

The divergence and Stokes' theorems are a variation of Green's theorem in a higher dimension. They are also a generalization of the fundamental theorem of calculus. The divergence theorem and Stokes' theorem are in a way similar to each other; The divergence theorem relates to the dot product of a vector, while Stokes' theorem relates to the curl of a vector. Many applications in physics and engineering make use of the divergence and Stokes' theorems, enabling us to write numerous physical laws...
State Function, Exact and Inexact Differentials01:27

State Function, Exact and Inexact Differentials

A state function is a thermodynamic property that depends solely on the current state of a system, irrespective of its history or how it arrived at that state. These functions are represented by capital letters, such as U, H, and S, which stand for internal energy, enthalpy, and entropy, respectively.For instance, the value of internal energy depends on the system's state variables and remains unaffected by the process path. This means that whether the system underwent a linear process or a...
Divergence and Curl01:15

Divergence and Curl

The divergence of a vector field at a point is the net outward flow of the flux out of a small volume through a closed surface enclosing the volume, as the volume tends to zero. More practically, divergence measures how much a vector field spreads out or diverges from a given point. For an outgoing flux, conventionally, the divergence is positive. The diverging point is often called the "source" of the field. Meanwhile, the negative divergence of a vector field at a point means that the vector...
Distributions to Estimate Population Parameter01:26

Distributions to Estimate Population Parameter

The accurate values of population parameters such as population proportion, population mean, and population standard deviation (or variance) are usually unknown. These are fixed values that can only be estimated from the data collected from the samples. The estimates of each of these parameters are sample proportion, the sample mean, and sample standard deviation (or variance). To obtain the values of these sample statistics, data are required that have particular distribution and central...
Probability Distributions01:32

Probability Distributions

The probability of a random variable x  is the likelihood of its occurrence. A probability distribution represents the probabilities of a random variable using a formula, graph, or table. There are two types of probability distribution– discrete probability distribution and continuous probability distribution.
A discrete probability distribution is a probability distribution of discrete random variables. It can be categorized into binomial probability distribution and Poisson probability...
Applications of Integration to Probability Density Functions01:27

Applications of Integration to Probability Density Functions

Continuous probability distributions are used to model random variables that can take on any real value within a specified range. These variables do not take on isolated or countable values but rather exist on a continuum. For example, the height of an individual can be measured with increasing precision—such as 163.5 or 165.25 centimeters—demonstrating that height is a continuous random variable.The behavior of such variables is described using a probability density function (PDF), which...