An Integral Representation of the Relative Entropy
Recently the identity of de Bruijn type between the relative entropy and the relative Fisher information with the reference moving has been unveiled by Verdú via MMSE in estimation theory. In this paper, we shall give another proof of this identity in more direct way that the derivative is calculate...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2012-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/14/8/1469 |
