Jeffreys Divergence and Generalized Fisher Information Measures on Fokker–Planck Space–Time Random Field

Jeffreys Divergence and Generalized Fisher Information Measures on Fokker–Planck Space–Time Random Field

In this paper, we present the derivation of Jeffreys divergence, generalized Fisher divergence, and the corresponding De Bruijn identities for space–time random field. First, we establish the connection between Jeffreys divergence and generalized Fisher information of a single space–time random fiel...

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Bibliographic Details
Main Author: Jiaxing Zhang
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Entropy
Subjects:
space–time random field
Fokker–Planck equations
differential entropy
Jeffreys divergence
fisher information
De Bruijn identities
Online Access:https://www.mdpi.com/1099-4300/25/10/1445

Internet

https://www.mdpi.com/1099-4300/25/10/1445

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