A categorical characterization of relative entropy on standard Borel spaces

We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere...

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Main Authors: Nicolas Gagne, Prakash Panangaden
Format: Article
Language:English
Published: Logical Methods in Computer Science e.V. 2023-11-01
Series:Logical Methods in Computer Science
Subjects:
Online Access:https://lmcs.episciences.org/7621/pdf
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author Nicolas Gagne
Prakash Panangaden
author_facet Nicolas Gagne
Prakash Panangaden
author_sort Nicolas Gagne
collection DOAJ
description We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere's category and we show convexity, lower semicontinuity and uniqueness.
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spelling doaj.art-44bc10822a164830b277348a53165f0e2024-03-08T10:43:58ZengLogical Methods in Computer Science e.V.Logical Methods in Computer Science1860-59742023-11-01Volume 19, Issue 410.46298/lmcs-19(4:10)20237621A categorical characterization of relative entropy on standard Borel spacesNicolas GagnePrakash PanangadenWe give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere's category and we show convexity, lower semicontinuity and uniqueness.https://lmcs.episciences.org/7621/pdfcomputer science - information theory
spellingShingle Nicolas Gagne
Prakash Panangaden
A categorical characterization of relative entropy on standard Borel spaces
Logical Methods in Computer Science
computer science - information theory
title A categorical characterization of relative entropy on standard Borel spaces
title_full A categorical characterization of relative entropy on standard Borel spaces
title_fullStr A categorical characterization of relative entropy on standard Borel spaces
title_full_unstemmed A categorical characterization of relative entropy on standard Borel spaces
title_short A categorical characterization of relative entropy on standard Borel spaces
title_sort categorical characterization of relative entropy on standard borel spaces
topic computer science - information theory
url https://lmcs.episciences.org/7621/pdf
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AT prakashpanangaden acategoricalcharacterizationofrelativeentropyonstandardborelspaces
AT nicolasgagne categoricalcharacterizationofrelativeentropyonstandardborelspaces
AT prakashpanangaden categoricalcharacterizationofrelativeentropyonstandardborelspaces