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Fractional Divergence of Probability Densities

P.O. Box 123AA, Adelaide, SA 5000, Australia
Fractal Fract 2017, 1(1), 8; https://doi.org/10.3390/fractalfract1010008
Received: 12 September 2017 / Revised: 18 October 2017 / Accepted: 19 October 2017 / Published: 25 October 2017
The divergence or relative entropy between probability densities is examined. Solutions that minimise the divergence between two distributions are usually “trivial” or unique. By using a fractional-order formulation for the divergence with respect to the parameters, the distance between probability densities can be minimised so that multiple non-trivial solutions can be obtained. As a result, the fractional divergence approach reduces the divergence to zero even when this is not possible via the conventional method. This allows replacement of a more complicated probability density with one that has a simpler mathematical form for more general cases. View Full-Text
Keywords: divergence; fractional divergence; probability densities divergence; fractional divergence; probability densities
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Alexopoulos, A. Fractional Divergence of Probability Densities. Fractal Fract 2017, 1, 8.

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