Generalised Exponential Families and Associated Entropy Functions

Generalised Exponential Families and Associated Entropy Functions

A generalised notion of exponential families is introduced. It is based on the variational principle, borrowed from statistical physics. It is shown that inequivalent generalised entropy functions lead to distinct generalised exponential families. The well-known result that the inequality of CramÂÂ...

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Bibliographic Details
Main Author: Jan Naudts
Format: Article
Language:English
Published: MDPI AG 2008-07-01
Series:Entropy
Subjects:
generalised entropy
maximum entropy principle
variational principle
generalised exponential family
Bregman divergence
generalised Fisher information
escort probability.
Online Access:http://www.mdpi.com/1099-4300/10/3/131/

Internet

http://www.mdpi.com/1099-4300/10/3/131/

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